On Tue, 19 Sep 2023 23:09:18 +0530 Brian Smith <briansmith199...@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 ______________________________________________ R-help@r-project.org 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.
