Hi Ivan,
Thanks for pointing this out. It now matches.
Thanks and regards,
On Thu, 21 Sept 2023 at 13:04, Ivan Krylov wrote:
>
> On Tue, 19 Sep 2023 23:09:18 +0530
> Brian Smith wrote:
>
> > C = rep(0, length(D))
> > N = length(D)
>
> In the VaRDurTest function, there's additional code between
On Tue, 19 Sep 2023 23:09:18 +0530
Brian Smith 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.
There may be collisions between variables in .GlobalEnv and variables in the
function-call environment, and the parent of the function-call environment
probably includes functions & other variables not available in .GlobalEnv. (If
the function calls substitute or anything like that then the prob
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