params_simul: Mean vector and Covariance matrix.
In veldanie/SuraInvestmentAnalytics: Investment Analytics
params_simul R Documentation
Mean vector and Covariance matrix.
Description
Takes the risk aversion coefficient, the covariance matrix and the market cap weights.
Usage
params_simul(series, mu_in = NA, sigma_in = NA, period = "monthly")
Arguments
series
data frame with series.
period
Returns period .
asset_df
Assets data frame with characteristics.
Value
Mean vector and Covariance matrix.
veldanie/SuraInvestmentAnalytics documentation built on April 14, 2024, 10:29 p.m.
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| params_simul | R Documentation |
Mean vector and Covariance matrix.
Description
Takes the risk aversion coefficient, the covariance matrix and the market cap weights.
Usage
params_simul(series, mu_in = NA, sigma_in = NA, period = "monthly")
Arguments
series |
data frame with series. |
period |
Returns period . |
asset_df |
Assets data frame with characteristics. |
Value
Mean vector and Covariance matrix.
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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