Defines functions varianceInterval

Documented in varianceInterval

varianceInterval <-
	xmin= interval$minValue
	xmax= interval$maxValue
	m =length(xmin)
	variance = 0
	if(m != length(xmax)){
		print("the lenght of xmin and xmax must be the same")
		term1temp =0
		term2temp =0
		for(i in 1:m){
			term1temp = term1temp + ((xmax[i]^2) +(xmin[i]*xmax[i])+(xmin[i]^2))
			term2temp = term2temp+ (xmin[i]+xmax[i])
		term1temp = (1/(3*m))*term1temp
		term2temp = (1/(4*(m^2)))*(term2temp^2)
		variance = term1temp-term2temp

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ISDA.R documentation built on May 31, 2017, 5:18 a.m.