[Robast-commits] r767 - branches/robast-1.0/pkg/RobExtremes/man

[noreply at r-forge.r-project.org]

Author: stamats
Date: 2014-07-27 11:53:59 +0200 (Sun, 27 Jul 2014)
New Revision: 767

Modified:
   branches/robast-1.0/pkg/RobExtremes/man/getCVaR.Rd
Log:
put code in \dontrun to reduce checking time

Modified: branches/robast-1.0/pkg/RobExtremes/man/getCVaR.Rd
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/man/getCVaR.Rd	2014-07-27 09:53:38 UTC (rev 766)
+++ branches/robast-1.0/pkg/RobExtremes/man/getCVaR.Rd	2014-07-27 09:53:59 UTC (rev 767)
@@ -1,59 +1,61 @@
-\name{getCVaR}
-\alias{getVaR}
-\alias{getCVaR}
-\alias{getEL}
-\alias{print.riskMeasure}
-
-\title{Risk Measures for Scale-Shape Families}
-\description{
-  Functions to compute Value-at-Risk (VaR), Conditional Value-at-Risk (CVaR)
-  and Expected Loss (EL) at data from scale-shape families.
-}
-\usage{
-getVaR(data, model, level, rob=TRUE)
-getCVaR(data, model, level, rob=TRUE)
-getEL(data, model, N0, rob=TRUE)
-\method{print}{riskMeasure}(x, level=NULL, ...)
-}
-\arguments{
-  \item{data}{data at which to compute the risk measure. }
-  \item{model}{an object of class \code{"L2ScaleShapeFamily"}.
-               The parametric family at which to evaluate the risk measure. }
-  \item{level}{real: probability needed for VaR and CVaR. }
-  \item{N0}{real: expected frequency for expected loss. }
-  \item{rob}{logical; if \code{TRUE} (default) the RMXE-parametric estimator is
-             used; otherwise the MLE. }
-  \item{x}{an object of (S3-)class \code{"riskmeasure"}. }
-  \item{...}{further arguments for \code{print}. }
- }
-\value{The risk measures \code{getVaR}, \code{getCVaR}, \code{getEL} return
-an (S3) object of class \code{"riskMeasure"}, i.e., a numeric vector
-of length 2 with components \code{"Risk"} and \code{"varofRisk"}
-containing the respective risk measure
-and a corresponding (asymptotic) standard error for the risk
-measure. To the return class \code{"riskMeasure"},
-there is a particular \code{print}-method; if the corresponding argument
-\code{level} is \code{NULL} (default) the corresponding standard error
-is printed together with the risk measure; otherwise a corresponding
-CLT-based confidence interval for the risk meausre is produced.}
-\references{
-P. Ruckdeschel, N. Horbenko (2013): Optimally-Robust Estimators in Generalized
-Pareto Models. Statistics 47(4), 762--791.
-N. Horbenko, P. Ruckdeschel, T. Bae (2011): Robust Estimation of Operational Risk.
-Journal of Operational Risk 6(2), 3--30.
-}
-\author{Peter Ruckdeschel \email{Peter.Ruckdeschel at itwm.fraunhofer.de}}
-\seealso{\code{\link{GParetoFamily}}, \code{\link{GEVFamily}}, \code{\link{WeibullFamily}}, \code{\link{GammaFamily}}}
-\examples{
-  set.seed(123)
-  GPD <- GParetoFamily(loc=20480, scale=7e4, shape=0.3)
-  data <- r(GPD)(500)
-  getVaR(data,GPD,0.99)
-  getVaR(data,GPD,0.99, rob=FALSE)
-  getCVaR(data,GPD,0.99)
-  getCVaR(data,GPD,0.99, rob=FALSE)
-  getEL(data,GPD,5)
-  getEL(data,GPD,5, rob=FALSE)
-}
-\concept{estimator}
-\keyword{risk measure}
+\name{getCVaR}
+\alias{getVaR}
+\alias{getCVaR}
+\alias{getEL}
+\alias{print.riskMeasure}
+
+\title{Risk Measures for Scale-Shape Families}
+\description{
+  Functions to compute Value-at-Risk (VaR), Conditional Value-at-Risk (CVaR)
+  and Expected Loss (EL) at data from scale-shape families.
+}
+\usage{
+getVaR(data, model, level, rob=TRUE)
+getCVaR(data, model, level, rob=TRUE)
+getEL(data, model, N0, rob=TRUE)
+\method{print}{riskMeasure}(x, level=NULL, ...)
+}
+\arguments{
+  \item{data}{data at which to compute the risk measure. }
+  \item{model}{an object of class \code{"L2ScaleShapeFamily"}.
+               The parametric family at which to evaluate the risk measure. }
+  \item{level}{real: probability needed for VaR and CVaR. }
+  \item{N0}{real: expected frequency for expected loss. }
+  \item{rob}{logical; if \code{TRUE} (default) the RMXE-parametric estimator is
+             used; otherwise the MLE. }
+  \item{x}{an object of (S3-)class \code{"riskmeasure"}. }
+  \item{...}{further arguments for \code{print}. }
+ }
+\value{The risk measures \code{getVaR}, \code{getCVaR}, \code{getEL} return
+an (S3) object of class \code{"riskMeasure"}, i.e., a numeric vector
+of length 2 with components \code{"Risk"} and \code{"varofRisk"}
+containing the respective risk measure
+and a corresponding (asymptotic) standard error for the risk
+measure. To the return class \code{"riskMeasure"},
+there is a particular \code{print}-method; if the corresponding argument
+\code{level} is \code{NULL} (default) the corresponding standard error
+is printed together with the risk measure; otherwise a corresponding
+CLT-based confidence interval for the risk meausre is produced.}
+\references{
+P. Ruckdeschel, N. Horbenko (2013): Optimally-Robust Estimators in Generalized
+Pareto Models. Statistics 47(4), 762--791.
+N. Horbenko, P. Ruckdeschel, T. Bae (2011): Robust Estimation of Operational Risk.
+Journal of Operational Risk 6(2), 3--30.
+}
+\author{Peter Ruckdeschel \email{Peter.Ruckdeschel at itwm.fraunhofer.de}}
+\seealso{\code{\link{GParetoFamily}}, \code{\link{GEVFamily}}, \code{\link{WeibullFamily}}, \code{\link{GammaFamily}}}
+\examples{
+  set.seed(123)
+  GPD <- GParetoFamily(loc=20480, scale=7e4, shape=0.3)
+  data <- r(GPD)(500)
+  getCVaR(data,GPD,0.99)
+  \dontrun{ # to reduce checking time
+  getVaR(data,GPD,0.99)
+  getEL(data,GPD,5)
+  getVaR(data,GPD,0.99, rob=FALSE)
+  getEL(data,GPD,5, rob=FALSE)
+  getCVaR(data,GPD,0.99, rob=FALSE)
+  }
+}
+\concept{estimator}
+\keyword{risk measure}