rose: S Criterion
In shearwavesplitter/GamblR: Gambling with R
Description
Usage
Arguments
Value
Description
Similar to the Kelly Criterion but for known standard deviation
Usage
1
Arguments
b
Vector of event odds
p
Vector of event probabilities
sd
Vector of event probability standard deviations
odds
Format of input odds (e.g. decimal, see Convert odds)
fraction
Bet fraction (for fractional Kelly)
Value
A list contaning the S optimal bet fraction, the Kelly optimal bet fraction, and the ratio of S to Kelly (for use with Simultaneous Kelly).
shearwavesplitter/GamblR documentation built on May 30, 2019, 8:27 a.m.
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Description Usage Arguments Value
Description
Similar to the Kelly Criterion but for known standard deviation
Usage
1 |
Arguments
b |
Vector of event odds |
p |
Vector of event probabilities |
sd |
Vector of event probability standard deviations |
odds |
Format of input odds (e.g. decimal, see Convert odds) |
fraction |
Bet fraction (for fractional Kelly) |
Value
A list contaning the S optimal bet fraction, the Kelly optimal bet fraction, and the ratio of S to Kelly (for use with Simultaneous Kelly).
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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