rMvReturnSim {RMOPI}

Simulate Stocks Prices

Description

Simulate stocks prices following multivariate normal distribution.

Usage

rMvReturnSim(
  names,
  date,
  mu = rep(0, 2),
  sigma = matrix(c(1, 0.5, 0.5, 1), 2, 2)
)

Arguments

names

vector of names

date

vector of time, must be "Date" type

mu

vector of mu

sigma

vector of sigma

Value

Multivariate stock prices

Examples

names <- c("swan", "bear")
date <- as.Date("2015-01-01") + days(0:29)
rMvReturnSim(names, date)