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inst/book/C-PortfolioOptimization/R/inR.R
In NMOF: Numerical Methods and Optimization in Finance
# inR.R -- version 2010-12-24
ns <- 100L; na <- 10L
R <- array(rnorm(ns * na), dim = c(ns, ns))
R1 <- crossprod(R)/ns
R2 <- ((ns - 1)/ns)*cov(R) + outer(colMeans(R), colMeans(R))
identical(R1,R2); stopifnot(all.equal(R1,R2))
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NMOF documentation built on May 2, 2019, 6:39 p.m.
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# inR.R -- version 2010-12-24
ns <- 100L; na <- 10L
R <- array(rnorm(ns * na), dim = c(ns, ns))
R1 <- crossprod(R)/ns
R2 <- ((ns - 1)/ns)*cov(R) + outer(colMeans(R), colMeans(R))
identical(R1,R2); stopifnot(all.equal(R1,R2))
Try the NMOF package in your browser
Any scripts or data that you put into this service are public.
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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