diff --git a/README.md b/README.md index 9adf2cb..f81999a 100644 --- a/README.md +++ b/README.md @@ -22,7 +22,7 @@ function conditional_value_at_risk(x::Vector{Float64}, f::Vector{Float64}, α::F if iszero(α) return x_α else - tail = x .≤ x_α + tail = x .> x_α return (sum(x[tail] .* f[tail]) - (sum(f[tail]) - α) * x_α) / α end end