Ajout des fichiers de base

.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

.project

@@ -0,0 +1,18 @@
+<?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>

.settings/org.eclipse.core.resources.prefs

@@ -0,0 +1,2 @@
+eclipse.preferences.version=1
+encoding/GAL-Buckle95.Rnw=UTF-8

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}

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