CalILN: Calibrate Independent LogNormal Parameters
In ZScore314/ESG: Economic Scenario Generator for Asset Modeling
Description
Usage
Arguments
Value
Description
Get Historical mean and standard deviation of log returns
Usage
1
Arguments
dat
numeric vector of log returns
dt
time step, default is monthly (1/12)
Value
vector with annual (arithmetic) mean and stdev of log returns
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 log returns
Usage
1 |
Arguments
dat |
numeric vector of log returns |
dt |
time step, default is monthly (1/12) |
Value
vector with annual (arithmetic) mean and stdev of log returns
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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