[Uwgarp-commits] r94 - in pkg/GARPFRM: data sandbox

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

Author: tfillebeen
Date: 2014-02-27 18:18:47 +0100 (Thu, 27 Feb 2014)
New Revision: 94

Added:
   pkg/GARPFRM/data/cons.rda
Modified:
   pkg/GARPFRM/sandbox/test_VaR.R
Log:
cons.rda

Added: pkg/GARPFRM/data/cons.rda
===================================================================
(Binary files differ)


Property changes on: pkg/GARPFRM/data/cons.rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Modified: pkg/GARPFRM/sandbox/test_VaR.R
===================================================================
--- pkg/GARPFRM/sandbox/test_VaR.R	2014-02-24 16:51:52 UTC (rev 93)
+++ pkg/GARPFRM/sandbox/test_VaR.R	2014-02-27 17:18:47 UTC (rev 94)
@@ -7,7 +7,7 @@
 testWindow = nrow(R) -initialWindow
 CI = 0.95
 lags = -1
-resultVaR = rollapply(temp, width= initialWindow, FUN = backTestVaR, p=CI, by.column = FALSE, align = "right")
+resultVaR = rollapply(temp, width= initialWindow, FUN = backTestVaR, CI=CI, by.column = FALSE, align = "right")
 # VaR lags original data by definition
 resultVaR = lag(resultVaR, k=lags)
 # Chart together