| meanReturns4Types {PCRA} | R Documentation |
Four Types of Mean Returns
Description
Computation of arithmetic mean, logarithmic mean, geometric mean, and an approximate geometric mean.
Usage
meanReturns4Types(return, robust = FALSE, eff = 0.95)
Arguments
return |
An xts object or a numeric vector of returns |
robust |
A logical value controlling whether a classical or robust sample mean and standard deviation is computed. Default is FALSE |
eff |
Normal distribution efficiency of RobStatTM function locScaleM() used for computing a robust location estimate |
Value
fourMeans numeric values of the four means in the Description
Examples
args(meanReturns4Types)
[Package PCRA version 1.2 Index]