SoR.const.IF: Influence Function of Sortino Ratio with Constant Threshold
In chenx26/EstimatorStandardError: Risk/Performance Measure Estimator Standard Error
Description
Usage
Arguments
Value
Author(s)
Examples
Description
Influence Function of Sortino Ratio with Constant Threshold
Usage
1
SoR.const.IF(data, ..., const = 0)
Arguments
data
Vector of data
...
other parameters
const
The threshodl
Value
IF of SoR
Author(s)
Xin Chen, chenx26@uw.edu
Examples
1
SoR.const.IF(rnorm(10),MAR = 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
Influence Function of Sortino Ratio with Constant Threshold
Usage
1 | SoR.const.IF(data, ..., const = 0)
|
Arguments
data |
Vector of data |
... |
other parameters |
const |
The threshodl |
Value
IF of SoR
Author(s)
Xin Chen, chenx26@uw.edu
Examples
1 | SoR.const.IF(rnorm(10),MAR = 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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