jump_integral: Jump integral term for log utility
In shill1729/KellyCriterion: Log-optimal stock allocation
Description
Usage
Arguments
Value
Description
Jump integral term for log utility
Usage
1
jump_integral(a, distr = "norm", jump_param, nstd = 4)
Arguments
a
control variate
distr
distribution of the jump-sizes
jump_param
parameters for distribution a list
nstd
number of standard deviations for integral region
Value
numeric
shill1729/KellyCriterion documentation built on Oct. 12, 2020, 4:21 a.m.
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Description Usage Arguments Value
Description
Jump integral term for log utility
Usage
1 | jump_integral(a, distr = "norm", jump_param, nstd = 4)
|
Arguments
a |
control variate |
distr |
distribution of the jump-sizes |
jump_param |
parameters for distribution a list |
nstd |
number of standard deviations for integral region |
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.
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