PCME-class: Class: PCME

In pmoments: Partial Moments

Description

Partial Co-Moments Expectations Class

Objects from the Class

Objects are usually created by calls to the function pcmExpectation.

Slots

pm:

Object of class "matrix" The Partial Co-Moment Matrix

corr:

Object of class "matrix" The Correlation Matrix

tail:

Object of class "character" Lower or Upper Partial Moment Indicator

moment:

Object of class "vector" Partial Moment

Extends

Class "PartialMoments", directly.

Methods

pmSolver

signature(pcmExpectation = "PCME", userConstraints = "userConstraints"): Partial Moment Solver

show

signature(object = "PCME"): Show Method

Author(s)

Alexios Ghalanos

References

Nawrocki, David N. (1991), Optimal algorithms and lower partial moment: ex post results, Applied Economics, 23 (3), 465—70.

pmoments documentation built on May 2, 2019, 4:42 p.m.