uneqhistMI: Implements Multiple Imputation Method folowing Page(2013)
In spushpak/UnequalReturnHist: Unequal Return History

Description Usage Arguments Value Author(s) References

This function implements Multiple Imputation Method folowing Page(2013)

1	uneqhistMI(dat_xts, FUN, M = 100, saveReps = FALSE)

`dat_xts`	xts object containing the returns data for multiple assets with unequal return history.
`FUN`	indicates whether risk measures or the Global Minimum Variance (GMV) portfolio statistics such as portfolio weights, portfolio reurn, portfolio standard deviation, portfolio sharpe ratio need to be computed. Two possible values are "riskMeasures" and "gmvPortfolio".
`M`	is the number of replicates for multiple imputation. Default is 100.
`saveReps`	is a logical flag, to indicate whether the risk measures and GMV portfolio statistics need to be computed for all the replicates. Default is FALSE.

Based on the value of the FUN argument the function either returns the risk measures or the GMV portfolio statistics. If saveReps = TRUE, risk measures or GMV portfolio statistics are returned for each replicate else the average over all the replicates are returned.

`risk_metrics`	If `FUN` = "riskMeasures" and `saveReps` = TRUE, a list of length `M` containing risk measures for each replicate are returned.
`risk_vals`	If `FUN` = "riskMeasures" and `saveReps` = FALSE, a matrix containing average of the risk measures over all replicates are returned.
`gmvPortfolio_list`	If `FUN` = "gmvPortfolio" and `saveReps` = TRUE, a list of length `M` containing GMV portfolio statistics for each replicate are retruned.
`gmvPortfolio`	If `FUN` = "gmvPortfolio" and `saveReps` = FALSE, a list containing average of the GMV portfolio statistics over all replicates are returned.