pt.probloss: Probability of loss
In YRmisc: Y&R Miscellaneous R Functions
Description
Usage
Arguments
Examples
Description
This function give the probability of loss of given asset returns.
Usage
1
pt.probloss(r,p)
Arguments
r
:a vector of periodic returns
p
:target return
Examples
1
2
3
rt <- runif(12,-1,1) # generate random number to simulate returns
pt.probloss(rt,0)
pt.probloss(rt,0.05)
Example output
[1] 0.5
[1] 0.5833333
YRmisc documentation built on March 25, 2020, 5:13 p.m.
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Description Usage Arguments Examples
Description
This function give the probability of loss of given asset returns.
Usage
1 | pt.probloss(r,p)
|
Arguments
r |
:a vector of periodic returns |
p |
:target return |
Examples
1 2 3 | rt <- runif(12,-1,1) # generate random number to simulate returns
pt.probloss(rt,0)
pt.probloss(rt,0.05)
|
Example output
[1] 0.5
[1] 0.5833333
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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