kellyMultipleBets | R Documentation |
Given independent alternatives to wager on on the same trial, going up to a percentage of one's bankroll, optimal allocations are computed via log-maximization of terminal wealth.
kellyMultipleBets(ps, a, b, restraint = 1)
ps |
vector of chances |
a |
vector of win payouts |
b |
vector of risk payins |
restraint |
percentage of wealth to restrict to |
vector
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