DEtoUD: Transfer DM and EM (original DRI) signal to US and DM ratio...

Description Usage Arguments Value

Description

Transfer DM and EM (original DRI) signal to US and DM ratio signal

Usage

1
DEtoUD(DE.signal, us.init = 0.6, dm.init = 6/7)

Arguments

DE.signal

xts series of DM and EM columns (original DRI signal), ranging from 0 to 1

us.init, dm.init

numeric initial value of US and DM proportions

Value

list of 2 signals, US and DM, representing US's proportion in overall portfolio and DM's proportion in international (EE) portfolio


hughshuwang/isocyanate documentation built on May 30, 2019, 7:17 a.m.