pt.probloss {YRmisc}

Probability of loss

Description

This function give the probability of loss of given asset returns.

Usage

pt.probloss(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.probloss(rt,0)
pt.probloss(rt,0.05)