w2x: From wealth time series to prices relative time series
In logopt: Log optimal (universal) portfolios
Description
Usage
Arguments
Details
Value
Author(s)
Description
Transform a time series of wealths into a time series of prices
relative of the same length. Make sure that the first element is correct.
Usage
1
w2x(w)
Arguments
w
Time series of wealth.
Details
Essentially perform w / lag(w) but add an initial value to keep the
same length.
Value
Time series of relative prices
Author(s)
Marc Delvaux
logopt documentation built on May 2, 2019, 5:49 p.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.
Description Usage Arguments Details Value Author(s)
Description
Transform a time series of wealths into a time series of prices relative of the same length. Make sure that the first element is correct.
Usage
1 | w2x(w)
|
Arguments
w |
Time series of wealth. |
Details
Essentially perform w / lag(w) but add an initial value to keep the same length.
Value
Time series of relative prices
Author(s)
Marc Delvaux
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.