get_w_with_geomTruncDecay: get_w_with_geomTruncDecay
In audiracmichelle/optimist: Risk Parity Implied Returns
Description
Builds weights with geometric truncated decay
Usage
1
get_w_with_geomTruncDecay(T, halflife, interval = c(1e-06, 0.999999))
Arguments
T
where the geometric distribution is truncated
halflife
number of days that accumulate 0.5 density
interval
as in uniroot
audiracmichelle/optimist documentation built on Aug. 21, 2019, 7:55 p.m.
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Description
Builds weights with geometric truncated decay
Usage
1 | get_w_with_geomTruncDecay(T, halflife, interval = c(1e-06, 0.999999))
|
Arguments
T |
where the geometric distribution is truncated |
halflife |
number of days that accumulate 0.5 density |
interval |
as in uniroot |
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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