Dear Forum
In my code, I am trying to compute Value at risk.
I have an issue as mentioned below:
I have defined
options(digits = 14)
But my output is something like
> df$price
[1] 98.7185273 103.10265923 ............
However, if use Excel, I get values as
98.718527356108 103.10265923704
and so on.
Is there any way I can improve on R output accuracy.
Problem is If I use
options(digits = 20)
I still get same prices as when I was using options(digits = 14) and on the
other hand my confidence level value, which should be equal to 0.99, gets
distorted to 0.989999999999 impacting Value at Risk value.
Please guide
Regards
Maithreyi
[[alternative HTML version deleted]]
______________________________________________
[email protected] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
