pt.semivar {YRmisc} | R Documentation |
This function give the semivariance of a losing scenario.
pt.semivar(r,p)
r |
:a vector of periodic returns |
p |
:target return |
rt <- runif(12,-1,1) # generate random number to simulate returns
pt.semivar(rt,0)
pt.semivar(rt,0.03)