diff --git a/GAL-Buckle95.Rnw b/GAL-Buckle95.Rnw index 4e81e6f..9dfc397 100644 --- a/GAL-Buckle95.Rnw +++ b/GAL-Buckle95.Rnw @@ -35,7 +35,7 @@ library("OptionPricingStuff") library("QuadraticEstimatingEquations") @ -\section{Constantes} +\section{Constantes et données} <<>>= #Nombre de décimales affichées @@ -44,9 +44,7 @@ options(digits=6) 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) @ diff --git a/GAL-Buckle95.pdf b/GAL-Buckle95.pdf index 16d7c9c..47bc6f1 100644 Binary files a/GAL-Buckle95.pdf and b/GAL-Buckle95.pdf differ diff --git a/GAL-Buckle95.tex b/GAL-Buckle95.tex new file mode 100644 index 0000000..b1d4d5a --- /dev/null +++ b/GAL-Buckle95.tex @@ -0,0 +1,56 @@ +\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}