center: Center
In PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
Description
Usage
Arguments
Details
Value
Description
Center a matrix
Usage
1
center(x)
Arguments
x
matrix
Details
This function is used primarily to center a time series of asset returns or
factors. Each column should represent the returns of an asset or factor
realizations. The expected value is taken as the sample mean.
x.centered = x - mean(x)
Value
matrix of centered data
PortfolioAnalytics documentation built on May 1, 2019, 10:56 p.m.
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Description Usage Arguments Details Value
Description
Center a matrix
Usage
1 | center(x)
|
Arguments
x |
matrix |
Details
This function is used primarily to center a time series of asset returns or factors. Each column should represent the returns of an asset or factor realizations. The expected value is taken as the sample mean.
x.centered = x - mean(x)
Value
matrix of centered data
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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