calcRandReturns: Random return(s) from a lognormally distribution in decimal...
In rexmacey/aasim: Asset Allocation Simulation
View source: R/aasim_functions.r
calcRandReturns R Documentation
Random return(s) from a lognormally distribution in decimal format
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
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
## Not run: calcRandReturns(10,.08,.12,1)
rexmacey/aasim documentation built on Oct. 29, 2024, 9:30 a.m.
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View source: R/aasim_functions.r
| calcRandReturns | R Documentation |
Random return(s) from a lognormally distribution in decimal format
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
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
## Not run: calcRandReturns(10,.08,.12,1)
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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