Chebyshev_distance {Trading}

Chebyshev distance

Description

Calculates the Chebyshev distance

Usage

Chebyshev_distance(x, y)

Arguments

x

a vector containing the track record of the underlying asset/strategy

y

a vector containing the track record of the underlying asset/strategy

Value

The Chebyshev distance of the two vectors

Author(s)

Tasos Grivas <[e-mail]>

References

https://en.wikipedia.org/wiki/Chebyshev_distance

Examples

x = rnorm(1000)
y = rnorm(1000)

chebyshev_dist = Chebyshev_distance(x, y)