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Generates multivariate random epsilons using absolute returns.
simMultivariates(nsims = 10, x, s0 = NULL)List of means, sds, covariance matrix, correlation matrix and simulated values. list
Number of simulations. Defaults to 10. numeric
Wide data frame of prices with date as first column. tibble
Vector of starting value for each variables. Defaults to NULL with zero. numeric
Philippe Cote
simMultivariates(nsims = 10, x = RTL::fizdiffs, s0 = NULL)
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