Description Usage Arguments Value Examples
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
1 | calcRandReturns(n, r, sd, t, seed = NA)
|
n |
Number of returns to generate |
r |
Mean return |
sd |
Standard deviation of returns |
t |
Time in years |
seed |
Random seed |
Random returns in decimal format
1 | calcRandReturns(10,.08,.12,1)
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