OmegaRatio: Compute sample Omega Ratio
In chenx26/EstimatorStandardError: Risk/Performance Measure Estimator Standard Error
Description
Usage
Arguments
Value
Author(s)
Examples
Description
Compute sample Omega Ratio
Usage
1
OmegaRatio(data, ..., const = 0)
Arguments
data
vector of data
...
other parameters
const
the constant threshold
Value
sample Omega Ratio
Author(s)
Xin Chen, chenx26@uw.edu
Examples
1
OmegaRatio(rnorm(10),const = -0.1)
chenx26/EstimatorStandardError documentation built on May 13, 2019, 3:53 p.m.
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Description Usage Arguments Value Author(s) Examples
Description
Compute sample Omega Ratio
Usage
1 | OmegaRatio(data, ..., const = 0)
|
Arguments
data |
vector of data |
... |
other parameters |
const |
the constant threshold |
Value
sample Omega Ratio
Author(s)
Xin Chen, chenx26@uw.edu
Examples
1 | OmegaRatio(rnorm(10),const = -0.1)
|
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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