YRmisc (version 0.1.6)

pt.semivar: Semivariance of loss

Description

This function give the semivariance of a losing scenario.

Usage

pt.semivar(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.semivar(rt,0)
pt.semivar(rt,0.03)
# }