bootEfronts: bootEfronts
In kecoli/PCRM: Companion to Portfolio Construction and Risk Management
bootEfronts R Documentation
bootEfronts
Description
bootEfronts
Usage
bootEfronts(
returns,
pspec,
rf = 0.03,
npoints = 20,
B = 3,
Seed = NULL,
gmv = T,
maxSR = F,
xlim = NULL,
ylim = NULL,
k.sigma = 2,
k.mu = 2,
digits = 4,
figTitle = NULL
)
Arguments
returns
pspec
rf
npoints
B
Seed
gmv
maxSR
xlim
ylim
k.sigma
k.mu
digits
figTitle
kecoli/PCRM documentation built on May 7, 2022, 9:33 a.m.
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| bootEfronts | R Documentation |
bootEfronts
Description
bootEfronts
Usage
bootEfronts( returns, pspec, rf = 0.03, npoints = 20, B = 3, Seed = NULL, gmv = T, maxSR = F, xlim = NULL, ylim = NULL, k.sigma = 2, k.mu = 2, digits = 4, figTitle = NULL )
Arguments
returns |
|
pspec |
|
rf |
|
npoints |
|
B |
|
Seed |
|
gmv |
|
maxSR |
|
xlim |
|
ylim |
|
k.sigma |
|
k.mu |
|
digits |
|
figTitle |
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.
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