Searched refs:margkurts (Results 1 – 2 of 2) sorted by relevance
/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/src/ |
H A D | comomentsEstimators.c | 480 rCCoef[2] += m22[jjP + ii] / sqrt(margkurts[ii] * margkurts[jj]); in M3_CCoefficients() 562 sqrt(margvars[jj] * sqrt(margkurts[ii] * margkurts[kk])) + in M3_CC() 1307 …double cov_ii = sqrt(margvars[ii] * sqrt(margkurts[jj] / (margkurts[kk] * margkurts[kk] * margkurt… in CM3_CC() 1308 …sqrt(margvars[ii] * sqrt(margkurts[kk] / (margkurts[jj] * margkurts[jj] * margkurts[jj]))) * temp_… in CM3_CC() 1310 …double cov_jj = sqrt(margvars[jj] * sqrt(margkurts[ii] / (margkurts[kk] * margkurts[kk] * margkurt… in CM3_CC() 1311 …sqrt(margvars[jj] * sqrt(margkurts[kk] / (margkurts[ii] * margkurts[ii] * margkurts[ii]))) * temp_… in CM3_CC() 1313 …double cov_kk = sqrt(margvars[kk] * sqrt(margkurts[jj] / (margkurts[ii] * margkurts[ii] * margkurt… in CM3_CC() 1314 …sqrt(margvars[kk] * sqrt(margkurts[ii] / (margkurts[jj] * margkurts[jj] * margkurts[jj]))) * temp_… in CM3_CC() 1441 rCCoef[2] += m211 / sqrt(margkurts[ii] * rCCoef[1] * sqrt(margkurts[jj] * margkurts[kk])); in M4_CCoefficients() 1450 …rCCoef[3] += m1111 / (rCCoef[1] * sqrt(sqrt(margkurts[ii] * margkurts[jj] * margkurts[kk] * margku… in M4_CCoefficients() [all …]
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/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/R/ |
H A D | MultivariateMoments.R | 650 margkurts <- colMeans(Xc^4) functionVar 651 r_generalized <- .Call('M3_CCoefficients', margvars, margkurts, m21, 653 T3[, iter] <- .Call('M3_CC', margvars, margskews, margkurts, 837 margkurts <- colMeans(Xc^4) functionVar 858 meanmargkurts <- mean(margkurts) 876 r_generalized <- .Call('M4_CCoefficients', margvars, margkurts, marg6s, 1219 margkurts <- colMeans(Xc^4) functionVar 1222 r_generalized <- .Call('M3_CCoefficients', margvars, margkurts, m21, 1270 margkurts <- colMeans(Xc^4) functionVar 1282 meanmargkurts <- mean(margkurts) [all …]
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