Searched refs:unbiasedMSE (Results 1 – 5 of 5) sorted by relevance
/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/man/ |
H A D | ShrinkageMoments.Rd | 12 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.
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/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/R/ |
H A D | MultivariateMoments.R | 544 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) {
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/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/inst/doc/ |
H A D | EstimationComoments.R | 224 m3 <- M3.shrink(edhec, c(1, 2, 6), unbiasedMSE = T)$M3sh nameattr
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H A D | EstimationComoments.Rnw | 400 m3 <- M3.shrink(edhec, c(1, 2, 6), unbiasedMSE = T)$M3sh
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/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/vignettes/ |
H A D | EstimationComoments.Rnw | 400 m3 <- M3.shrink(edhec, c(1, 2, 6), unbiasedMSE = T)$M3sh
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