get_principalParity_weights: get_principalParity_weights
In audiracmichelle/optimist: Risk Parity Implied Returns
Description
gets risk contribution parity weights
Usage
1
get_principalParity_weights(dlyChg, halflife, num_factors = 3)
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.
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Description
gets risk contribution parity weights
Usage
1 | get_principalParity_weights(dlyChg, halflife, num_factors = 3)
|
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.
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