r_to_gm.n: Get expected geometric mean at year n, for a given...

In donboyd5/ptools: Tools for simulation modeling of pension funds

Description

Get expected geometric mean at year n, for a given arithmentic mean r

Usage

r_to_gm.n(r, sd, n)

Arguments

r	Numeric vector of arithmetic returns
sd	standard deviation
n	year

Value

Expected geometric mean at year n, given r and sd.

Examples

r_to_gm.n(.08, .12, 1)
r_to_gm.n(.08, .12, 10)
r_to_gm.n(.08, .12, 100)
r_to_gm.n(.08, .12, 1000000)
# compare to the exact calculation -- hmmm...
r_to_gm(.08, .12)
# compare to the approximation
.08 - .12^2 / 2

donboyd5/ptools documentation built on May 15, 2019, 10:39 a.m.