Chebyshev_distance: Chebyshev distance
In Trading: CCR, Advanced Correlation & Beta Estimates, Betting Strategies
View source: R/Chebyshev_distance.R
Chebyshev_distance R Documentation
Chebyshev distance
Description
Calculates the Chebyshev distance
Usage
Chebyshev_distance(x, y)
Arguments
x
a vector containing the track record of the underlying asset/strategy
y
a vector containing the track record of the underlying asset/strategy
Value
The Chebyshev distance of the two vectors
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
References
https://en.wikipedia.org/wiki/Chebyshev_distance
Examples
x = rnorm(1000)
y = rnorm(1000)
chebyshev_dist = Chebyshev_distance(x, y)
Trading documentation built on Feb. 13, 2024, 3 a.m.
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.
View source: R/Chebyshev_distance.R
| Chebyshev_distance | R Documentation |
Chebyshev distance
Description
Calculates the Chebyshev distance
Usage
Chebyshev_distance(x, y)
Arguments
x |
a vector containing the track record of the underlying asset/strategy |
y |
a vector containing the track record of the underlying asset/strategy |
Value
The Chebyshev distance of the two vectors
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
References
https://en.wikipedia.org/wiki/Chebyshev_distance
Examples
x = rnorm(1000)
y = rnorm(1000)
chebyshev_dist = Chebyshev_distance(x, y)
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.