PortfolioAnalytics (version 1.1.0)

center: Center

Description

Center a matrix

Usage

center(x)

Arguments

x

matrix

Value

matrix of centered data

Details

This function is used primarily to center a time series of asset returns or factors. Each column should represent the returns of an asset or factor realizations. The expected value is taken as the sample mean.

x.centered = x - mean(x)