# Computation of Lower Partial Moments of Asset Sets

### Description

Computes lower partial moments from a time series of assets.

### Usage

1 2 | ```
assetsLPM(x, tau, a, ...)
assetsSLPM(x, tau, a, ...)
``` |

### Arguments

`x` |
any rectangular time series object which can be converted by the
function |

`tau` |
the target return. |

`a` |
the value of the moment. |

`...` |
optional arguments to be passed. |

### Value

returns a list with two entries named `mu`

and `Sigma`

.
The first denotes the vector of lower partial moments, and the
second the co-LPM matrix. Note, that the output of this function
can be used as data input for the portfolio functions to compute
the LPM efficient frontier.

### Author(s)

Diethelm Wuertz for the Rmetrics port.

### References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);
*Portfolio Optimization with R/Rmetrics*,
Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.

### Examples

1 2 3 4 |