pain_index: Pain index

In maxto/qapi: Low-level functions for quantitative analysis

Pain index

Description

Mean value of the drawdowns, similar to Ulcer Index

Usage

pain_index(x, is_geom = TRUE)

Arguments

x	asset returns
is_geom	TRUE geometric, FALSE simple

Value

numeric

Examples

xx <- c(0.003,0.026,0.015,-0.009,-0.014,-0.024,0.015,0.066,-0.014,0.039)
pain_index(xx)

maxto/qapi documentation built on Feb. 1, 2024, 9:42 a.m.