calcRandReturns: Random return(s) from a lognormally distribution in decimal...

Description Usage Arguments Value Examples

View source: R/aasim_functions.r

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 decimal formats (e.g. 8

Usage

1
calcRandReturns(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

Random returns in decimal format

Examples

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

rexmacey/aasim documentation built on May 13, 2018, 12:49 a.m.