YRmisc (version 0.1.6)

pt.exploss: Expected loss

Description

This function give the expected loss of given asset returns.

Usage

pt.exploss(r,p)

Arguments

r

:a vector of periodic returns

p

:target return

Examples

# NOT RUN {
rt <- runif(12,-1,1) # generate random number to simulate returns
pt.exploss(rt,0)
pt.exploss(rt,1)
# }