LPM: Compute sample lower partial moment

In chenx26/EstimatorStandardError: Risk/Performance Measure Estimator Standard Error

Description

Compute sample lower partial moment

Usage

LPM(data, ..., const = 0, k = 1)

Arguments

data	vector of data
...	other parameters
const	the constant threshold
k	order of the LPM to be computed

Value

sample lower partial moment

Author(s)

Xin Chen, [e-mail]

Examples

LPM(rnorm(10),const = -0.1)

chenx26/EstimatorStandardError documentation built on May 13, 2019, 3:53 p.m.