entropyBinary: Growth rate for Kelly fraction for arbitrary binary...
In shill1729/kellyfractions: Optimize log returns
entropyBinary R Documentation
Growth rate for Kelly fraction for arbitrary binary (non-random) payoffs
Description
The growth rate or entropy of the Kelly strategy
Usage
entropyBinary(p, a, b)
Arguments
p
true chance of the event being bet on
a
dollars to win
b
dollars to risk
Value
numeric
shill1729/kellyfractions documentation built on July 16, 2025, 6:21 p.m.
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| entropyBinary | R Documentation |
Growth rate for Kelly fraction for arbitrary binary (non-random) payoffs
Description
The growth rate or entropy of the Kelly strategy
Usage
entropyBinary(p, a, b)
Arguments
p |
true chance of the event being bet on |
a |
dollars to win |
b |
dollars to risk |
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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