get_contribParity_weights: get_contribParity_weights
In audiracmichelle/optimist: Risk Parity Implied Returns
Description
gets risk contribution parity weights
Usage
1
get_contribParity_weights(dlyChg, halflife)
Arguments
dlyChg
xts that contains daily changes
halflife
number of days that accumulate 0.5 density
audiracmichelle/optimist documentation built on Aug. 21, 2019, 7:55 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
gets risk contribution parity weights
Usage
1 | get_contribParity_weights(dlyChg, halflife)
|
Arguments
dlyChg |
xts that contains daily changes |
halflife |
number of days that accumulate 0.5 density |
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.