GAL-Buckle95/GAL-Buckle95.tex

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