# This library is free software; you can redistribute it and/or # modify it under the terms of the GNU Library General Public # License as published by the Free Software Foundation; either # version 2 of the License, or (at your option) any later version. # # This library is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Library General Public License for more details. # # You should have received a copy of the GNU Library General # Public License along with this library; if not, write to the # Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, # MA 02111-1307 USA # Copyrights (C) # for this R-port: # 1999 - Diethelm Wuertz, GPL # 2007 - Rmetrics Foundation, GPL # Diethelm Wuertz # for code accessed (or partly included) from other sources: # see Rmetric's copyright and license files ################################################################################ # FUNCTION: DESCRIPTION: # maxddStats Expectation of Drawdowns for BM with drift # FUNCTION: DISTRIBUTION AND RANDOM VARIATES: # dmaxdd Density function of mean Max-Drawdowns # pmaxdd Probability function of mean Max-Drawdowns # rmaxdd Random Variates of mean Max-Drawdowns ################################################################################ test.maxddStats = function() { # Return Value: return() } # ------------------------------------------------------------------------------ test.maxdd = function() { # Return Value: return() } ################################################################################