[R] Could you manually replicate execution of a R function
Brian Smith
br|@n@m|th199312 @end|ng |rom gm@||@com
Fri Sep 22 21:42:12 CEST 2023
Hi Ivan,
Thanks for pointing this out. It now matches.
Thanks and regards,
On Thu, 21 Sept 2023 at 13:04, Ivan Krylov <krylov.r00t using gmail.com> wrote:
>
> On Tue, 19 Sep 2023 23:09:18 +0530
> Brian Smith <briansmith199312 using gmail.com> wrote:
>
> > C = rep(0, length(D))
> > N = length(D)
>
> In the VaRDurTest function, there's additional code between these two
> expressions that deals with censoring if head(VaR.ind, 1) == 0 or
> tail(VaR.ind, 1) == 0. Both of these are true for your input data.
>
> --
> Best regards,
> Ivan
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