gm.lr_to_r: Find the arithmetic mean needed to result in a particular...
In donboyd5/ptools: Tools for simulation modeling of pension funds
Description
Usage
Arguments
Value
Examples
Description
Use brute force by minimizing error
Usage
1
gm.lr_to_r(gm, sd)
Arguments
gm
Numeric vector of long-run geometric-mean returns.
sd
standard deviation of the arithmetic mean
Value
The approximated arithmetic mean, given gm and sd.
Examples
1
2
3
gm.lr_to_r(0.07331263, .12)
# compare to exact calculation
gm_to_r(0.07331263, .12)
donboyd5/ptools documentation built on May 15, 2019, 10:39 a.m.
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Description Usage Arguments Value Examples
Description
Use brute force by minimizing error
Usage
1 | gm.lr_to_r(gm, sd)
|
Arguments
gm |
Numeric vector of long-run geometric-mean returns. |
sd |
standard deviation of the arithmetic mean |
Value
The approximated arithmetic mean, given gm and sd.
Examples
1 2 3 | gm.lr_to_r(0.07331263, .12)
# compare to exact calculation
gm_to_r(0.07331263, .12)
|
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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