CalEquityILN: Calibrate Equity Returns using
In ZScore314/ESG: Economic Scenario Generator for Asset Modeling
Description
Usage
Arguments
Value
Description
Get Historical mean and standard deviation of monthly log returns
Usage
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CalEquityILN(
n_years = 20,
from = NULL,
to = NULL,
return.data = FALSE,
symbol = "^GSPC"
)
Arguments
n_years
number of historical years to include in calibration
to
a character string representing a end date in YYYY-MM-DD format
return.data
Value
list of ML parameters and data
ZScore314/ESG documentation built on Feb. 11, 2022, 12:15 a.m.
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Description Usage Arguments Value
Description
Get Historical mean and standard deviation of monthly log returns
Usage
1 2 3 4 5 6 7 | CalEquityILN(
n_years = 20,
from = NULL,
to = NULL,
return.data = FALSE,
symbol = "^GSPC"
)
|
Arguments
n_years |
number of historical years to include in calibration |
to |
a character string representing a end date in YYYY-MM-DD format |
return.data |
Value
list of ML parameters and data
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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