tests/bootstrap.R
In rhochreiter/scenarios: Scenario-based Stochastic Optimization
library(scenarios)
data(sp500)
series <- sp500["2009/2012"]
returns <- dailyReturn(series)
returns <- as.vector(returns)
b <- block.bootstrap(returns, 30, 20)
plot(b)
plot(return2price(b, as.numeric(Ad(series[1]))))
rhochreiter/scenarios documentation built on May 27, 2019, 7:28 a.m.
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library(scenarios)
data(sp500)
series <- sp500["2009/2012"]
returns <- dailyReturn(series)
returns <- as.vector(returns)
b <- block.bootstrap(returns, 30, 20)
plot(b)
plot(return2price(b, as.numeric(Ad(series[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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