pr_simul_trans: Mean vector and Covariance matrix.
In veldanie/SuraInvestmentAnalytics: Investment Analytics
View source: R/pr_simul_trans.R
pr_simul_trans R Documentation
Mean vector and Covariance matrix.
Description
Takes the risk aversion coefficient, the covariance matrix and the market cap weights.
Usage
pr_simul_trans(pr_simul_orig, asset_df, ref_curr = "COP", names_series,
assets, normalize = TRUE)
Arguments
pr_simul_orig
Simulated prices in original currency.
asset_df
Assets data frame with characteristics.
ref_curr
Reference currency.
names_series
Series names.
normalize
Normalize series.
Value
Simulated prices in ref currency.
veldanie/SuraInvestmentAnalytics documentation built on April 14, 2024, 10:29 p.m.
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View source: R/pr_simul_trans.R
| pr_simul_trans | R Documentation |
Mean vector and Covariance matrix.
Description
Takes the risk aversion coefficient, the covariance matrix and the market cap weights.
Usage
pr_simul_trans(pr_simul_orig, asset_df, ref_curr = "COP", names_series,
assets, normalize = TRUE)
Arguments
pr_simul_orig |
Simulated prices in original currency. |
asset_df |
Assets data frame with characteristics. |
ref_curr |
Reference currency. |
names_series |
Series names. |
normalize |
Normalize series. |
Value
Simulated prices in ref currency.
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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