pt.semivar: Semivariance of loss
In YRmisc: Y&R Miscellaneous R Functions
Description
Usage
Arguments
Examples
Description
This function give the semivariance of a losing scenario.
Usage
1
pt.semivar(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.semivar(rt,0)
pt.semivar(rt,0.03)
YRmisc documentation built on March 25, 2020, 5:13 p.m.
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.
Description Usage Arguments Examples
Description
This function give the semivariance of a losing scenario.
Usage
1 | pt.semivar(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.semivar(rt,0)
pt.semivar(rt,0.03)
|
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.