AA_Rand: Random return(s) from a lognormally distribution

Description Usage Arguments Value Examples

Description

Returns n lognormally distributed random variables with a mean of r and a standard deviation of sd. Periods over 1 year are annualized. Specify inputs in percentage formats (e.g. 8

Usage

1
AA_Rand(n, r, sd, t, seed = NA)

Arguments

n

Number of returns to generate

r

Mean return

sd

Standard deviation of returns

t

Time in years

seed

Random seed

Value

value Random returns

Examples

1
AA_Rand(10,.08,12,10)

rexmacey/AAUtilities documentation built on May 27, 2019, 5:55 a.m.