findTrialByQuantile: Find Trial by Quantile

In rexmacey/aasim: Asset Allocation Simulation

Find Trial by Quantile

Description

This function returns the trial number (index) with a terminal value that matches the quantile (qTile). So, qTile == 0 will identify which trial has the lowest value, 1 the highest, and 0.5 the median. If more than one trial has the same terminal value, the function returns the trial that has that terminal value earliest. So, if the quantile of the terminal values is 0, and there are multiple trials that terminate with 0, the function returns the trial which ends with 0 earliest.

Usage

findTrialByQuantile(sim, simResult, qTile)

Arguments

sim	Simulation object.
simResult	Name of item in sim with results (class = 'simResult')
qTile	Quantile (0 - 1) of terminal value

Value

Integer representing which trial terminates with the qTile value.

Examples

## Not run: findTrialByQuantile(sim, simResult, qTile)

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