initializeSim: Intialize a Simulation
In rexmacey/aasim: Asset Allocation Simulation

initializeSim

R Documentation

Intialize a Simulation

Description

Intialize a Simulation

Usage

initializeSim(
  description,
  nTrials,
  startValue,
  lengthType,
  length = 10,
  seed,
  defaultInflation = 0,
  ror,
  stdDev,
  targetValue = .Machine$double.eps,
  targetValueIsReal = TRUE,
  stockWt = 0.6,
  nConsecMonths = 12,
  retAdj = 0,
  minDate = min(sbi$Month),
  maxDate = max(sbi$Month),
  overrideInflation = TRUE,
  asOfDate = Sys.Date(),
  randReturnType = "S"
)

Arguments

`description`	Description of simulation
`nTrials`	number of trials
`startValue`	Starting dollar value
`lengthType`	'R' for random, or 'F' for fixed. If number of persons is 0, then F is assumed.
`length`	Length for fixed type of simulations in years
`seed`	Seed for random number generator
`defaultInflation`	Inflation rate in decimal
`ror`	Rate of Return in decimal
`stdDev`	Standard Deviation in decimal
`targetValue`	Dollar value used to determine if a trial is a success
`targetValueIsReal`	Logical to indicate if target value should be adjusted for inflation. Default is TRUE.
`stockWt`	The allocation to stocks, in decimal, used to generate historical random returns.
`nConsecMonths`	Number of consecutive months, 1, 2, 3, 4, 6, or 12 used to generate historical random returns.
`retAdj`	A value to add to each randomly generated annual historic return in decimal.
`minDate`	MinDate Earliest date to use when generating historical random returns.
`maxDate`	MaxDate Latest date to use when generating historical random returns.
`overrideInflation`	If TRUE, inflation inputs in cash flows will be overridden by the historical rates of inflation whenusing historical random returns.
`asOfDate`	Date to run the simulation as of. Used when calculating ages.
`randReturnType`	Either "S", the default, for statistical(random lognormal)or "H" for historical.

Value

List with values describing simulation

Examples

## Not run: initializeSim("Sim1 Test", nTrials=500, 1000000, lengthType="R",
length=0, seed=-101, defaultInflation=0, ror=0.10, stdDev=.08,
targetValue=.Machine$double.eps, targetValueIsReal=FALSE)
## End(Not run)

rexmacey/aasim documentation built on Sept. 18, 2024, 10:47 a.m.