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Searched refs:fullprod (Results 1 – 2 of 2) sorted by relevance

/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/R/
H A DPortfolioRisk.R389 fullprod = 1; functionVar
396 fullprod = fullprod*(2*j)
398 I = -fullprod*h*dnorm(h);
407 I = I + (fullprod/prod)*(h^(2*i-1))*(2*i-h^2)*dnorm(h)
413 fullprod = fullprod*( (2*j)+1 )
415 I = -fullprod*dnorm(h);
424 I = I + (fullprod/prod)*(h^(2*i)*(2*i+1-h^2) )*dnorm(h)
H A DMultivariateMoments.R145 fullprod = 1; functionVar
150 fullprod = fullprod*(2*j) }
151 I = fullprod*dnorm(h);
158 I = I + (fullprod/prod)*(h^(2*i))*dnorm(h)
163 fullprod = fullprod*( (2*j)+1 ) }
164 I = -fullprod*pnorm(h);
169 I = I + (fullprod/prod)*(h^( (2*i) + 1))*dnorm(h) }