diff --git a/.gitignore b/.gitignore index a0fd3b3..44442b1 100644 --- a/.gitignore +++ b/.gitignore @@ -3,3 +3,29 @@ # Example code in package build process *-Ex.R + +# LaTeX +*.aux +*.glo +*.idx +*.log +*.toc +*.ist +*.acn +*.acr +*.alg +*.bbl +*.blg +*.dvi +*.glg +*.gls +*.ilg +*.ind +*.lof +*.lot +*.maf +*.mtc +*.mtc1 +*.out +*.synctex.gz +/GAL-Buckle95-concordance.tex diff --git a/.project b/.project new file mode 100644 index 0000000..470f8e2 --- /dev/null +++ b/.project @@ -0,0 +1,18 @@ + + + GAL-Buckle95 + + + + + + de.walware.statet.r.builders.RSupport + + + + + + de.walware.statet.base.StatetNature + de.walware.statet.r.RNature + + diff --git a/.settings/org.eclipse.core.resources.prefs b/.settings/org.eclipse.core.resources.prefs new file mode 100644 index 0000000..e00e84a --- /dev/null +++ b/.settings/org.eclipse.core.resources.prefs @@ -0,0 +1,2 @@ +eclipse.preferences.version=1 +encoding/GAL-Buckle95.Rnw=UTF-8 diff --git a/GAL-Buckle95.Rnw b/GAL-Buckle95.Rnw new file mode 100644 index 0000000..4e81e6f --- /dev/null +++ b/GAL-Buckle95.Rnw @@ -0,0 +1,54 @@ +\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} +\SweaveOpts{concordance=TRUE} + +\title{GAL Buckle 95} +\author{François Pelletier} +\maketitle +\tableofcontents + +\section{Chargement des paquets} +<<>>= +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") +@ + +\section{Constantes} + +<<>>= +#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 +@ + +<<>>= +RETURNS <- head(read.csv("abbeyn.csv",sep="\t",header=TRUE)[,1],-1) +@ + + +\end{document} diff --git a/GAL-Buckle95.pdf b/GAL-Buckle95.pdf new file mode 100644 index 0000000..16d7c9c Binary files /dev/null and b/GAL-Buckle95.pdf differ diff --git a/abbeyn.csv b/abbeyn.csv new file mode 100644 index 0000000..fd43255 --- /dev/null +++ b/abbeyn.csv @@ -0,0 +1,51 @@ +RETURN PRICE +0 296 +0.0134230203 296 +0.0066445427 300 +-0.0066445427 302 +0.0132452268 300 +-0.0032948959 304 +-0.0132892321 303 +-0.0202709644 299 +0.0034071583 293 +0 294 +-0.0034071583 294 +0.0068027473 293 +-0.0274931406 295 +0.0034782644 287 +0.0307716587 288 +0.0265796378 297 +0.006535971 305 +0 307 +-0.0098200462 307 +-0.0032948959 304 +0.0032948959 303 +0 304 +0.0163135755 304 +0 309 +0 309 +-0.0064935293 309 +-0.0032626456 307 +-0.0065574005 306 +-0.0132452268 304 +-0.0134230203 300 +0.0167508104 296 +-0.0100167782 301 +-0.0101181302 298 +0 295 +-0.0068027473 295 +-0.0034188067 293 +0.0169783365 292 +-0.0101523715 297 +-0.0034071583 294 +0.0434124929 293 +-0.0098522964 306 +-0.0066225408 303 +0.0066225408 301 +0.0163669775 303 +-0.0097880064 308 +-0.0098847592 305 +-0.0033167526 302 +-0.0133781259 301 +0.0067114346 297 +0 299