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Searched refs:unbiasedMSE (Results 1 – 5 of 5) sorted by relevance

/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/man/
H A DShrinkageMoments.Rd12 M3.shrink(R, targets = 1, f = NULL, unbiasedMSE = FALSE, as.mat = TRUE)
26 \item{unbiasedMSE}{TRUE/FALSE whether to use a correction to have an unbiased
50 was proposed, resulting in the option 'unbiasedMSE' present in the 'M3.shrink' function.
/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/R/
H A DMultivariateMoments.R544 M3.shrink <- function(R, targets = 1, f = NULL, unbiasedMSE = FALSE, as.mat = TRUE) { argument
581 …if (unbiasedMSE && (sum(targets[c(3, 4, 5)]) > 0)) stop("UnbiasedMSE can only be combined with T2,…
601 if (unbiasedMSE) {
618 M3 <- M3.MM(X, unbiased = unbiasedMSE, as.mat = FALSE)
625 if (unbiasedMSE) margskews <- margskews * NN^2 / ((NN - 1) * (NN - 2))
632 if (unbiasedMSE) margskews <- margskews * NN^2 / ((NN - 1) * (NN - 2))
692 if (unbiasedMSE) {
/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/inst/doc/
H A DEstimationComoments.R224 m3 <- M3.shrink(edhec, c(1, 2, 6), unbiasedMSE = T)$M3sh nameattr
H A DEstimationComoments.Rnw400 m3 <- M3.shrink(edhec, c(1, 2, 6), unbiasedMSE = T)$M3sh
/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/vignettes/
H A DEstimationComoments.Rnw400 m3 <- M3.shrink(edhec, c(1, 2, 6), unbiasedMSE = T)$M3sh