randHistSub: Subroutine (helper) to calculate random returns using...

In rexmacey/aasim: Asset Allocation Simulation

Subroutine (helper) to calculate random returns using historical data

Description

Subroutine (helper) to calculate random returns using historical data

Usage

randHistSub(sbiSub, stockWt, nConsecMonths = 12)

Arguments

sbiSub	tibble or data frame with historical data
stockWt	Weighting to stocks. Bonds will be 1 - StockWt
nConsecMonths	Number of consecutive months (default is 12). Must be 1, 2, 3, 4, 6, or 12.

Value

Two element vector with return and inflation rates + 1

Examples

## Not run: randHistSub(sbiSub, 0.6)

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