r_to_gm: Get long-run geometric mean associated with arithmetic mean
In donboyd5/ptools: Tools for simulation modeling of pension funds
Description
Usage
Arguments
Value
Examples
Description
This is the exact calculation rather than the gm = r - var /2 approximation.
See https://web.stanford.edu/~wfsharpe/mia/rr/mia_rr3.htm
Usage
1
Arguments
r
Numeric vector of arithmetic returns.
sd
standard deviation
Value
The long-run geometric mean, given r and sd.
Examples
1
r_to_gm(.08, .12)
donboyd5/ptools documentation built on May 15, 2019, 10:39 a.m.
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Description Usage Arguments Value Examples
Description
This is the exact calculation rather than the gm = r - var /2 approximation. See https://web.stanford.edu/~wfsharpe/mia/rr/mia_rr3.htm
Usage
1 |
Arguments
r |
Numeric vector of arithmetic returns. |
sd |
standard deviation |
Value
The long-run geometric mean, given r and sd.
Examples
1 | r_to_gm(.08, .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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