Chebyshev_distance: Chebyshev distance

View source: R/Chebyshev_distance.R

Chebyshev_distanceR 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.