SoR.const: Compute sample Sortino Ratio with constant threshold
In chenx26/EstimatorStandardError: Risk/Performance Measure Estimator Standard Error
Description
Usage
Arguments
Value
Author(s)
Examples
Description
Compute sample Sortino Ratio with constant threshold
Usage
1
Arguments
data
Vector of data
...
other parameters
MAR
Constant Threshold
Value
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.
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.
Description Usage Arguments Value Author(s) Examples
Description
Compute sample Sortino Ratio with constant threshold
Usage
1 |
Arguments
data |
Vector of data |
... |
other parameters |
MAR |
Constant Threshold |
Value
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.