monteCarlo: Monte Carlo
In mnquants/VaR: Portfolio Value at Risk
Description
Usage
Arguments
Value
Description
Monte Carlo
Usage
1
monteCarlo(mean, sd, n, delta_t)
Arguments
mean
Sample mean return
sd
Sample standard deviation return
n
Number of iterations
delta_t
Change in time (usually days)
Value
Vector of simulated returns
mnquants/VaR documentation built on May 4, 2019, 6:37 p.m.
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Description Usage Arguments Value
Description
Monte Carlo
Usage
1 | monteCarlo(mean, sd, n, delta_t)
|
Arguments
mean |
Sample mean return |
sd |
Sample standard deviation return |
n |
Number of iterations |
delta_t |
Change in time (usually days) |
Value
Vector of simulated returns
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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