R/OmegaRatio.R

OmegaRatio <- function(x,L,Rf){
  numerator = exp(-Rf) * mean(pmax(x - L, 0))
  denominator = exp(-Rf) * mean(pmax(L - x, 0))
  omega = numerator/denominator
return(omega)
}
Bjerring/BEWESO documentation built on May 6, 2019, 7:56 a.m.