54 lines
1 KiB
Text
54 lines
1 KiB
Text
\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}
|