center: Center
In braverock/PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
View source: R/stat.factor.model.R
center R Documentation
Center
Description
Center a matrix
Usage
center(x)
Arguments
x
matrix
Details
This function is used primarily to center a time series of asset returns or
factors. Each column should represent the returns of an asset or factor
realizations. The expected value is taken as the sample mean.
x.centered = x - mean(x)
Value
matrix of centered data
braverock/PortfolioAnalytics documentation built on April 18, 2024, 4:09 a.m.
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View source: R/stat.factor.model.R
| center | R Documentation |
Center
Description
Center a matrix
Usage
center(x)
Arguments
x |
matrix |
Details
This function is used primarily to center a time series of asset returns or factors. Each column should represent the returns of an asset or factor realizations. The expected value is taken as the sample mean.
x.centered = x - mean(x)
Value
matrix of centered data
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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