rho_beta_beta: Beta/Beta correlation

View source: R/kernelCollection.R

rho_beta_betaR Documentation

Beta/Beta correlation

Description

Returns the correlation for the Beta/Beta pair on common support.

Usage

rho_beta_beta(support = c(0, 1), param = list(NULL, NULL))

Arguments

support

lower and upper bound of kernel window

param

list of optional parameters to kernels


ajmcneil/spectralBacktest documentation built on Dec. 31, 2022, 8:17 p.m.