Hi Ivan, Thanks for pointing this out. It now matches.
Thanks and regards, On Thu, 21 Sept 2023 at 13:04, Ivan Krylov <krylov.r...@gmail.com> wrote: > > 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.
