DistUR: Calculate Utility Risk Distance between ith and jth in Dens...

Description Usage Arguments

Description

asymmetric adjusted weights for 2 tails, higher weights on left

Usage

1
DistUR(dens, i, j, idx, gamma = 0.6)

Arguments

dens

density list generated from GenXXXX

i, j

int

idx

index of densities, can be generated again out of the funcion as the index of density is not returned in GenXXXX function

gamma

float parameter of CRRA, not very influential


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