56 lines
1.2 KiB
TeX
56 lines
1.2 KiB
TeX
\documentclass{report}
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\usepackage{Sweave}
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\usepackage{graphicx}
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\usepackage[francais]{babel}
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\usepackage[utf8]{inputenc}
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\usepackage[T1]{fontenc}
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\usepackage{amsmath}
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\usepackage{amsfonts}
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\usepackage{verbatim}
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\usepackage{float}
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\usepackage{hyperref}
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\usepackage{scrtime}
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\begin{document}
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\input{GAL-Buckle95-concordance}
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\title{GAL Buckle 95}
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\author{François Pelletier}
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\maketitle
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\tableofcontents
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\section{Chargement des paquets}
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\begin{Schunk}
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\begin{Sinput}
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> setwd("~/git/GAL-Buckle95/")
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> library("actuar")
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> library("MASS")
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> library("xtable")
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> library("multicore")
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> library("moments")
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> library("TTR")
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> library("FourierStuff")
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> library("GeneralizedAsymmetricLaplace")
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> library("GMMStuff")
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> library("OptionPricingStuff")
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> library("QuadraticEstimatingEquations")
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\end{Sinput}
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\end{Schunk}
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\section{Constantes et données}
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\begin{Schunk}
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\begin{Sinput}
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> #Nombre de décimales affichées
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> options(digits=6)
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> #Marge pour intervalles de confiance
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> alpha.confint <- 0.05
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> #Marge pour test d'hypothèses
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> alpha.test <- 0.05
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> #Chargement des données
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> RETURNS <- head(read.csv("abbeyn.csv",sep="\t",header=TRUE)[,1],-1)
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\end{Sinput}
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\end{Schunk}
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\end{document}
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