Ajout des fichiers de base

This commit is contained in:
François Pelletier 2014-03-03 22:55:26 -05:00
parent a58a653960
commit 7d40204fa3
6 changed files with 151 additions and 0 deletions

26
.gitignore vendored
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@ -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

18
.project Normal file
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<?xml version="1.0" encoding="UTF-8"?>
<projectDescription>
<name>GAL-Buckle95</name>
<comment></comment>
<projects>
</projects>
<buildSpec>
<buildCommand>
<name>de.walware.statet.r.builders.RSupport</name>
<arguments>
</arguments>
</buildCommand>
</buildSpec>
<natures>
<nature>de.walware.statet.base.StatetNature</nature>
<nature>de.walware.statet.r.RNature</nature>
</natures>
</projectDescription>

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eclipse.preferences.version=1
encoding/GAL-Buckle95.Rnw=UTF-8

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GAL-Buckle95.Rnw Normal file
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\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}

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abbeyn.csv Normal file
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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
1 RETURN PRICE
2 0 296
3 0.0134230203 296
4 0.0066445427 300
5 -0.0066445427 302
6 0.0132452268 300
7 -0.0032948959 304
8 -0.0132892321 303
9 -0.0202709644 299
10 0.0034071583 293
11 0 294
12 -0.0034071583 294
13 0.0068027473 293
14 -0.0274931406 295
15 0.0034782644 287
16 0.0307716587 288
17 0.0265796378 297
18 0.006535971 305
19 0 307
20 -0.0098200462 307
21 -0.0032948959 304
22 0.0032948959 303
23 0 304
24 0.0163135755 304
25 0 309
26 0 309
27 -0.0064935293 309
28 -0.0032626456 307
29 -0.0065574005 306
30 -0.0132452268 304
31 -0.0134230203 300
32 0.0167508104 296
33 -0.0100167782 301
34 -0.0101181302 298
35 0 295
36 -0.0068027473 295
37 -0.0034188067 293
38 0.0169783365 292
39 -0.0101523715 297
40 -0.0034071583 294
41 0.0434124929 293
42 -0.0098522964 306
43 -0.0066225408 303
44 0.0066225408 301
45 0.0163669775 303
46 -0.0097880064 308
47 -0.0098847592 305
48 -0.0033167526 302
49 -0.0133781259 301
50 0.0067114346 297
51 0 299