cumulative_dca: Cumulative DCA
In GiuseppeTT/RiskParityBrazil: An analysis of risk parity applied to the Brazilian stock market
Description
Usage
Arguments
Details
Value
View source: R/utils-cumulative-dca.R
Description
Compute the cumulative DCA of a sequence X.
Usage
1
cumulative_dca(xs)
Arguments
xs
The sequence of values.
Details
The cumulative DCA is described by the follwing equations.
DCA[1] = X[1]
DCA[2] = X[1] • X[2] + X[2]
DCA[3] = X[1] • X[2] • X[3] + X[2] • X[3] + X[3]
DCA[N] = X[1] • ... • X[N] + X[2] • ... • X[N] + ... + X[N-1] • X[N] + X[N]
DCA[n] = sum(i = 1 to n) prod(j = i to n) X[j]
DCA[n] = DCA[n-1] * X[n] + X[n]
Value
The cumulative DCA of the sequence X.
GiuseppeTT/RiskParityBrazil documentation built on Dec. 17, 2021, 9:33 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 Details Value
View source: R/utils-cumulative-dca.R
Description
Compute the cumulative DCA of a sequence X.
Usage
1 | cumulative_dca(xs)
|
Arguments
xs |
The sequence of values. |
Details
The cumulative DCA is described by the follwing equations.
DCA[1] = X[1]
DCA[2] = X[1] • X[2] + X[2]
DCA[3] = X[1] • X[2] • X[3] + X[2] • X[3] + X[3]
DCA[N] = X[1] • ... • X[N] + X[2] • ... • X[N] + ... + X[N-1] • X[N] + X[N]
DCA[n] = sum(i = 1 to n) prod(j = i to n) X[j]
DCA[n] = DCA[n-1] * X[n] + X[n]
Value
The cumulative DCA of the sequence X.
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.