inst/book/1ed/C-PortfolioOptimization/R/inR.R
In enricoschumann/NMOF: Numerical Methods and Optimization in Finance
# inR.R -- version 2010-12-24
ns <- 100L; na <- 10L
R <- array(rnorm(ns * na), dim = c(ns, ns))
R1 <- crossprod(R)/ns
R2 <- ((ns - 1)/ns)*cov(R) + outer(colMeans(R), colMeans(R))
identical(R1,R2); stopifnot(all.equal(R1,R2))
enricoschumann/NMOF documentation built on May 3, 2024, 10:06 p.m.
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.
# inR.R -- version 2010-12-24
ns <- 100L; na <- 10L
R <- array(rnorm(ns * na), dim = c(ns, ns))
R1 <- crossprod(R)/ns
R2 <- ((ns - 1)/ns)*cov(R) + outer(colMeans(R), colMeans(R))
identical(R1,R2); stopifnot(all.equal(R1,R2))
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.