CompSize: Calculates CompetitorSize vector for a single date, given...

In laszlo-jakab/compsizer: Compute CompetitorSize, as defined in Jakab (2018)

Description

Calculates CompetitorSize vector for a single date, given similarity and size

Usage

CompSize(sim.mat, fund.size)

Arguments

sim.mat	Matrix of similarity scores.
fund.size	Mector of fund sizes.

Value

Matrix of competitor sizes.

Examples

w <- cbind(c(0.75, 0.25), c(0.25, 0.75))
colnames(w) <- c("fund1", "fund2")
sim.mat <- CosSim(w)
fund.size <- matrix(c(0.1, 0.2), 2, 1)
rownames(fund.size) <- c("fund1", "fund2")
CompSize(sim.mat, fund.size)

laszlo-jakab/compsizer documentation built on May 17, 2019, 7:30 p.m.