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R/jGradKernelFitPdf2.R
In jvnVaR: Value at Risk
jGradKernelFitPdf2 <-
function(s,h,x){
f <- 1/h * (-1/h+((x-s)/h)^2)*jNormPdf((x-s)/h)
return(mean(f)^2)
}
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jvnVaR documentation built on May 1, 2019, 8:29 p.m.
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jGradKernelFitPdf2 <-
function(s,h,x){
f <- 1/h * (-1/h+((x-s)/h)^2)*jNormPdf((x-s)/h)
return(mean(f)^2)
}
Try the jvnVaR package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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