calculate_pricing_error: Calculate Pricing Error
In learnfin/learnfin: Statistical Learning Methods for Financial Decision Making
View source: R/sup_functions.R
Description
Calculate Pricing Error
Usage
1
calculate_pricing_error(mar_price, mod_price, error_type)
Arguments
mar_price
Market price of the contract.
mod_price
Model price of the contract.
error_type
The pricing error type. It will be automatically calculated. Choose from (Absolute) Relative Pricing Error (denoted with RPE or ARPE), squared error (denoted with SE) or absolute pricing error (APE).
learnfin/learnfin documentation built on May 20, 2019, 11:29 p.m.
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View source: R/sup_functions.R
Description
Calculate Pricing Error
Usage
1 | calculate_pricing_error(mar_price, mod_price, error_type)
|
Arguments
mar_price |
Market price of the contract. |
mod_price |
Model price of the contract. |
error_type |
The pricing error type. It will be automatically calculated. Choose from (Absolute) Relative Pricing Error (denoted with RPE or ARPE), squared error (denoted with SE) or absolute pricing error (APE). |
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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