calcChronologicalHist: Calculate Chronological History

In rexmacey/aasim: Asset Allocation Simulation

Calculate Chronological History

Description

Generates sequential returns and inflation rates using the sbi table. It will start with the startIdx element of sbiSub and generate n annual returns using consecutive months.

Usage

calcChronologicalHist(startIdx, n, sbiSub, stockWt)

Arguments

startIdx	Starting index
n	Number of years to generate returns and inflation.
sbiSub	A subset of the sbi table limited by sim$minDate and sim$maxDate.
stockWt	Weighting to stocks. Bonds will be 1 - StockWt. Enter 60% as 0.60.

Value

data frame with n rows and two columns; return and inflation. These have 1 added to them so 4% will return as 1.04.

Examples

## Not run: calcChronologicalHist(1, 10, sbiSub, 0.6)

rexmacey/aasim documentation built on Oct. 29, 2024, 9:30 a.m.