Description Usage Arguments Value Examples
Use brute force by minimizing error
1 | gm.lr_to_r(gm, sd)
|
gm |
Numeric vector of long-run geometric-mean returns. |
sd |
standard deviation of the arithmetic mean |
The approximated arithmetic mean, given gm
and sd
.
1 2 3 | gm.lr_to_r(0.07331263, .12)
# compare to exact calculation
gm_to_r(0.07331263, .12)
|
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