Description Usage Arguments Value Examples
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)
|
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