[Robast-commits] r725 - branches/robast-1.0/pkg/RobExtremes/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Feb 25 12:17:04 CET 2014
Author: ruckdeschel
Date: 2014-02-25 12:17:03 +0100 (Tue, 25 Feb 2014)
New Revision: 725
Modified:
branches/robast-1.0/pkg/RobExtremes/man/getCVaR.Rd
Log:
RobExtremes: added \value tag in getCVaR.Rd
Modified: branches/robast-1.0/pkg/RobExtremes/man/getCVaR.Rd
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/man/getCVaR.Rd 2014-02-25 11:13:48 UTC (rev 724)
+++ branches/robast-1.0/pkg/RobExtremes/man/getCVaR.Rd 2014-02-25 11:17:03 UTC (rev 725)
@@ -22,6 +22,9 @@
\item{rob}{logical; if \code{TRUE} (default) the RMXE-parametric estimator is
used; otherwise the MLE.}
}
+\value{A vector of length 2 with first coordinate the respective risk measure
+and the second a corresponding (asymptotic) standard error for the risk
+measure.}
\references{
P. Ruckdeschel, N. Horbenko (2013): Optimally-Robust Estimators in Generalized
Pareto Models. Statistics 47(4), 762--791.
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