rac_len {ceRtainty}

Define the length of the Risk Aversion Coefficient, RAC.

Description

Define the length of the Risk Aversion Coefficient, RAC.

Usage

rac_len(ini, fin, data)

Arguments

ini

The initial value of the RAC sequence

fin

The final value of the RAC sequence

data

Original data, could be a vector or a matrix

Value

Two elements are generated: "r" is the RAC vector, and "length" is a scalar with the number of elements on RAC vector.