Description Usage Arguments Value Examples

View source: R/ptools_geomean_functions.r

This is the exact calculation rather than the gm = r - var /2 approximation. See https://web.stanford.edu/~wfsharpe/mia/rr/mia_rr3.htm

1 |

`r` |
Numeric vector of arithmetic returns. |

`sd` |
standard deviation |

The long-run geometric mean, given `r`

and `sd`

.

1 | ```
r_to_gm(.08, .12)
``` |

donboyd5/ptools documentation built on May 13, 2017, 4:34 a.m.

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