cma.calculate.cov: Calculates the covariance matrix of a cma from its...
In rexmacey/TaxAwareAA: Tax Aware Asset Allocation
Description
Usage
Arguments
Value
View source: R/cma.initialize.r
Description
Calculates the covariance matrix of a cma from its correlation matrix and
risk vector
Usage
1
cma.calculate.cov(cma)
Arguments
cma
Capial market assumptions object
Value
A cma with a covariance matrix computed from its correlation matrix
and risk vector
rexmacey/TaxAwareAA documentation built on Dec. 3, 2019, 7:54 a.m.
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Description Usage Arguments Value
View source: R/cma.initialize.r
Description
Calculates the covariance matrix of a cma from its correlation matrix and risk vector
Usage
1 | cma.calculate.cov(cma)
|
Arguments
cma |
Capial market assumptions object |
Value
A cma with a covariance matrix computed from its correlation matrix and risk vector
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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