kelly: Kelly Criterion

Description Usage Arguments Value

Description

Kelly Criterion calculation

Usage

1
kelly(p, odds, oddstype = default.GamblR.odds(), fraction = 1)

Arguments

p

A vector of event probabilites

odds

A vector of event odds

oddstype

Format of input odds (e.g. decimal, see Convert odds)

fraction

Bet fraction (for fractional Kelly)

Value

A vector of bankroll fractions (for each individual bet)


shearwavesplitter/GamblR documentation built on May 30, 2019, 8:27 a.m.