ce_power: Certainty Equivalent Computation using Power Utility Function
In ceRtainty: Certainty Equivalent
Description
Usage
Arguments
Value
Description
Certainty Equivalent Computation using Power Utility Function
Usage
1
Arguments
data
data.frame with profit values
rac_ini
Initial value for the RAC sequence
rac_fin
Final value for the RAC sequence
weight
Original wealth
Value
Generate three objects: A table with the CEs, a vector
of risk aversion coefficients RAC, and a plot to compare the CEs.
ceRtainty documentation built on June 14, 2019, 5:04 p.m.
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Description Usage Arguments Value
Description
Certainty Equivalent Computation using Power Utility Function
Usage
1 |
Arguments
data |
|
rac_ini |
Initial value for the RAC sequence |
rac_fin |
Final value for the RAC sequence |
weight |
Original wealth |
Value
Generate three objects: A table with the CEs, a vector of risk aversion coefficients RAC, and a plot to compare the CEs.
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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