Portfolio: Portfolio Data
In ISLR2: Introduction to Statistical Learning, Second Edition
Portfolio R Documentation
Portfolio Data
Description
A simple simulated data set containing 100 returns for each
of two assets, X and Y. The data is used to estimate the optimal
fraction to invest in each asset to minimize investment risk of the
combined portfolio. One can then use the Bootstrap to estimate the
standard error of this estimate.
Usage
Portfolio
Format
A data frame with 100 observations on the following 2 variables.
XReturns for Asset X
YReturns for Asset Y
Source
Simulated data
References
James, G., Witten, D., Hastie, T., and Tibshirani, R. (2013)
An Introduction to Statistical Learning with applications in R,
https://www.statlearning.com,
Springer-Verlag, New York
Examples
summary(Portfolio)
attach(Portfolio)
plot(X,Y)
ISLR2 documentation built on Nov. 20, 2022, 1:06 a.m.
R Package Documentation
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| Portfolio | R Documentation |
Portfolio Data
Description
A simple simulated data set containing 100 returns for each of two assets, X and Y. The data is used to estimate the optimal fraction to invest in each asset to minimize investment risk of the combined portfolio. One can then use the Bootstrap to estimate the standard error of this estimate.
Usage
Portfolio
Format
A data frame with 100 observations on the following 2 variables.
XReturns for Asset X
YReturns for Asset Y
Source
Simulated data
References
James, G., Witten, D., Hastie, T., and Tibshirani, R. (2013) An Introduction to Statistical Learning with applications in R, https://www.statlearning.com, Springer-Verlag, New York
Examples
summary(Portfolio) attach(Portfolio) plot(X,Y)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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