pt.exploss {YRmisc} | R Documentation |
Expected loss
Description
This function give the expected loss of given asset returns.
Usage
pt.exploss(r,p)
Arguments
r |
:a vector of periodic returns |
p |
:target return |
Examples
rt <- runif(12,-1,1) # generate random number to simulate returns
pt.exploss(rt,0)
pt.exploss(rt,1)
[Package YRmisc version 0.1.6 Index]