centroid.complete.mc: Complete Cases Centroid
In braverock/PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
centroid.complete.mc R Documentation
Complete Cases Centroid
Description
Numerical method to estimate complete cases centroid
Usage
centroid.complete.mc(order, simulations = 1000)
Arguments
order
a vector of indexes of the relative ranking of expected asset
returns in ascending order. For example, order = c(2, 3, 1, 4)
expresses a view on the expected returns such that
R_2 < R_3 < R_1 < R_4
simulations
number of simulations
Value
the centroid vector
Author(s)
Ross Bennett
Examples
# Express a view on the assets such that
# R_2 < R_1 < R_3 < R_4
centroid.complete.mc(c(2, 1, 3, 4))
braverock/PortfolioAnalytics documentation built on April 18, 2024, 4:09 a.m.
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| centroid.complete.mc | R Documentation |
Complete Cases Centroid
Description
Numerical method to estimate complete cases centroid
Usage
centroid.complete.mc(order, simulations = 1000)
Arguments
order |
a vector of indexes of the relative ranking of expected asset
returns in ascending order. For example, |
simulations |
number of simulations |
Value
the centroid vector
Author(s)
Ross Bennett
Examples
# Express a view on the assets such that
# R_2 < R_1 < R_3 < R_4
centroid.complete.mc(c(2, 1, 3, 4))
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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