get_port_vals: Get portfolio mean and variance values

In seananderson/metafolio: Metapopulation Simulations for Conserving Salmon Through Portfolio Optimization

Get portfolio mean and variance values

Description

Takes a list created by meta_sim and returns the mean and variance (or risk metric) values. This function is used by other internal functions, but can also be used as its own low-level function.

Usage

get_port_vals(x, risk_fn = var, burn = 1:30)

Arguments

x	A list object as returned from meta_sim
risk_fn	Type of variance or risk metric. By default takes the variance. Instead you can supply any function that takes a numeric vector and returns some single numeric value. E.g. CVaR.
burn	Number of years to throw out as burn in

Value

A data frame with columns for the mean (m) and variance (v).

See Also

plot_cons_plans

Examples

arma_env_params <- list(mean_value = 16, ar = 0.1, sigma_env = 2, ma = 0)
base1 <- meta_sim(n_pop = 10, env_params = arma_env_params, env_type =
  "arma", assess_freq = 5)
get_port_vals(base1)

seananderson/metafolio documentation built on Feb. 13, 2024, 5:47 a.m.