[R] Could you manually replicate execution of a R function
Ivan Krylov
kry|ov@r00t @end|ng |rom gm@||@com
Thu Sep 21 09:34:43 CEST 2023
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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