entropy_binary: Growth rate for Kelly fraction for arbitrary binary...
In shill1729/KellyCriterion: Log-optimal stock allocation
Description
Usage
Arguments
Value
Description
The growth rate or entropy of the Kelly strategy
The average log wealth at the optimal strategy.
Usage
1
entropy_binary(a, b, p)
Arguments
a
the amount won on top of the wager
b
the wager lost
p
the probability of winning
Value
numeric
shill1729/KellyCriterion documentation built on Oct. 12, 2020, 4:21 a.m.
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.
Description Usage Arguments Value
Description
The growth rate or entropy of the Kelly strategy
The average log wealth at the optimal strategy.
Usage
1 | entropy_binary(a, b, p)
|
Arguments
a |
the amount won on top of the wager |
b |
the wager lost |
p |
the probability of winning |
Value
numeric
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.