+i)])[op]*value}))
}
Nello Blaser
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of ? ???
Sent: Montag, 4. März 2013 14:07
To: R-help@r-project.org
Subject: [R] R function for estimating historical-VaR
Hi everyone!! I am
wrote:
Hi everyone!! I am new in R and I want to create a simple R function for
estimating historical-VaR. In y_IBM returns, there are 2300 observations.
For evaluation I take the next 2000 observations,
then I abandon the latest 300 observations. Firstly, I use the window which
has the fix
Hi everyone!! I am new in R and I want to create a simple R function for
estimating historical-VaR. In y_IBM returns, there are 2300 observations. For
evaluation I take the next 2000 observations,
then I abandon the latest 300 observations. Firstly, I use the window which has
the fix
length
]*value}))
}
Nello Blaser
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of ? ???
Sent: Montag, 4. März 2013 14:07
To: R-help@r-project.org
Subject: [R] R function for estimating historical-VaR
Hi everyone!! I am new in R
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