2014-03-04 03:55:26 +00:00
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\documentclass{report}
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\usepackage{Sweave}
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\usepackage{graphicx}
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\usepackage[francais]{babel}
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\usepackage[utf8]{inputenc}
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\usepackage[T1]{fontenc}
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\usepackage{amsmath}
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\usepackage{amsfonts}
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\usepackage{verbatim}
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\usepackage{float}
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\usepackage{hyperref}
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\usepackage{scrtime}
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\begin{document}
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\SweaveOpts{concordance=TRUE}
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\title{GAL Buckle 95}
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\author{François Pelletier}
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\maketitle
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\tableofcontents
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\section{Chargement des paquets}
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<<>>=
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setwd("~/git/GAL-Buckle95/")
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library("actuar")
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library("MASS")
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library("xtable")
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library("multicore")
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library("moments")
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library("TTR")
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library("FourierStuff")
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library("GeneralizedAsymmetricLaplace")
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library("GMMStuff")
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library("OptionPricingStuff")
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library("QuadraticEstimatingEquations")
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@
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2014-03-04 03:58:17 +00:00
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\section{Constantes et données}
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2014-03-04 03:55:26 +00:00
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<<>>=
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#Nombre de décimales affichées
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options(digits=6)
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#Marge pour intervalles de confiance
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alpha.confint <- 0.05
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#Marge pour test d'hypothèses
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alpha.test <- 0.05
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2014-03-04 03:58:17 +00:00
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#Chargement des données
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2014-03-04 03:55:26 +00:00
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RETURNS <- head(read.csv("abbeyn.csv",sep="\t",header=TRUE)[,1],-1)
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@
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\end{document}
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