OptimistFunctions: Statistical functions with halflife for financial analysis
In optimist/inhouse: In-house all-purpose functions used at CI Estrategias
Usage
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optimist_mean(x, halflife = length(x), type = c("arithmetic", "geometric"))
optimist_var(x, halflife = length(x))
optimist_cov(x, halflife = nrow(as.matrix(x)), cor = FALSE)
Arguments
halflife
the value for time-weighting. See optimist_wt.
object
x
Value
mean, variance and convariance matrix of x with halflife h.
optimist/inhouse documentation built on May 24, 2019, 3:56 p.m.
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Usage
1 2 3 4 5 | optimist_mean(x, halflife = length(x), type = c("arithmetic", "geometric"))
optimist_var(x, halflife = length(x))
optimist_cov(x, halflife = nrow(as.matrix(x)), cor = FALSE)
|
Arguments
halflife |
the value for time-weighting. See optimist_wt. |
object |
x |
Value
mean, variance and convariance matrix of x with halflife h.
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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