View source: R/Chebyshev_distance.R

Chebyshev_distance | R Documentation |

Calculates the Chebyshev distance

```
Chebyshev_distance(x, y)
```

`x` |
a vector containing the track record of the underlying asset/strategy |

`y` |
a vector containing the track record of the underlying asset/strategy |

The Chebyshev distance of the two vectors

Tasos Grivas <tasos@openriskcalculator.com>

https://en.wikipedia.org/wiki/Chebyshev_distance

```
x = rnorm(1000)
y = rnorm(1000)
chebyshev_dist = Chebyshev_distance(x, y)
```

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