Searched refs:lambda_var_vec (Results 1 – 1 of 1) sorted by relevance
| /dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/R/ |
| H A D | MultivariateMoments.R | 1406 lambda_var_vec <- rep(1 / NN, NN) functionVar
1408 lambda_var_vec <- (1 - lambda_var) / (1 - lambda_var^NN) * lambda_var^((NN - 1):0)
1410 … sd_lambda_var <- sqrt(colSums(x^2 * matrix(lambda_var_vec, nrow = NN, ncol = PP, byrow = FALSE)))
1458 lambda_var_vec <- rep(1 / NN, NN) functionVar
1460 lambda_var_vec <- (1 - lambda_var) / (1 - lambda_var^NN) * lambda_var^((NN - 1):0)
1462 … sd_lambda_var <- sqrt(colSums(x^2 * matrix(lambda_var_vec, nrow = NN, ncol = PP, byrow = FALSE)))
1515 lambda_var_vec <- rep(1 / NN, NN) functionVar
1517 lambda_var_vec <- (1 - lambda_var) / (1 - lambda_var^NN) * lambda_var^((NN - 1):0)
1519 … sd_lambda_var <- sqrt(colSums(x^2 * matrix(lambda_var_vec, nrow = NN, ncol = PP, byrow = FALSE)))
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