AA_Return: Lognormally distributed return
In rexmacey/AAUtilities: Asset Allocation Utilities
Description
Usage
Arguments
Value
Examples
Description
Calculates the return for which there is only a p chance of doing worse
than over t years given 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
Arguments
p
Probability of doing worse than result
r
Mean return
sd
Standard deviation of returns
t
Period in years
Value
value Return
Examples
1
AA_Return(.5,8,12,10)
rexmacey/AAUtilities documentation built on May 27, 2019, 5:55 a.m.
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Description Usage Arguments Value Examples
Description
Calculates the return for which there is only a p chance of doing worse than over t years given 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 |
Arguments
p |
Probability of doing worse than result |
r |
Mean return |
sd |
Standard deviation of returns |
t |
Period in years |
Value
value Return
Examples
1 | AA_Return(.5,8,12,10)
|
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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