From 27c6ba1f19fa8e2c943f777c49b0d8302b4fe82d Mon Sep 17 00:00:00 2001
From: Boyuan Ning <73546421+ningboyuan@users.noreply.github.com>
Date: Sun, 13 Mar 2022 02:32:00 +0100
Subject: [PATCH] Update SRMCappr_epsilon.r

---
 SRMCappr_epsilon/SRMCappr_epsilon.r | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/SRMCappr_epsilon/SRMCappr_epsilon.r b/SRMCappr_epsilon/SRMCappr_epsilon.r
index 277229d..aac23ab 100644
--- a/SRMCappr_epsilon/SRMCappr_epsilon.r
+++ b/SRMCappr_epsilon/SRMCappr_epsilon.r
@@ -32,7 +32,7 @@ mix_cdf = function(x, index, epsilon, scale) {
     if (index == "Normal") {
         mix_cdf = (1 - epsilon) * pnorm(x) + epsilon * pnorm(x/scale)
     } else if (index == "Laplace") {
-        mix_cdf = (1 - epsilon) * pnorm(x) + epsilon * plaplacex/scale)
+        mix_cdf = (1 - epsilon) * pnorm(x) + epsilon * plaplace(x/scale)
     } else {
         mix_cdf = (1 - epsilon) * pnorm(x) + epsilon * ppower(x/scale)
     }
@@ -108,6 +108,8 @@ mix_ES_epsilon = function(epsilon, index, alpha, scale) {
 # Give the theoretical values and its approximations of VaR, ES and level ratio for epsilon-contamination model at alpha level
 approximation.VaR.ES.epsilon = function(epsilon, index, scale, alpha) {
     Theoretical_VaR.ES.EQT = matrix(rep(1, size.epsilon * size.index * 3), nrow = size.epsilon)
+    size.epsilon = length(epsilon)
+    size.index = length(index)
     Approximation_VaR.ES.EQT = matrix(rep(1, size.epsilon * size.index * 3), nrow = size.epsilon)
     colnames(Theoretical_VaR.ES.EQT) = paste(c(rep("VaR of", size.index), rep("ES of", 
         size.index), rep("Level ratio of", size.index)), rep(index, 3))