comp_expected_returns: Function to compute expected returns using a simple model...
In TVMVP: Time-Varying Minimum Variance Portfolio
View source: R/forecasting_functions.R
comp_expected_returns R Documentation
Function to compute expected returns using a simple model selection approach
Description
Function to compute expected returns using a simple model selection approach
Usage
comp_expected_returns(returns, horizon)
Arguments
returns
T times p matrix of returns
horizon
Length of forecasting horizon
TVMVP documentation built on June 28, 2025, 1:08 a.m.
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View source: R/forecasting_functions.R
| comp_expected_returns | R Documentation |
Function to compute expected returns using a simple model selection approach
Description
Function to compute expected returns using a simple model selection approach
Usage
comp_expected_returns(returns, horizon)
Arguments
returns |
T times p matrix of returns |
horizon |
Length of forecasting horizon |
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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