| pp.meanvarutil {pprobeSup} | R Documentation |
Takes a matrix of portfolio valuations over time and computes a utility vector.
pp.meanvarutil(vals, risk.aversion) pp.meanvolutil(vals, risk.aversion)
vals |
a matrix of portfolio valuations over time. |
risk.aversion |
a number giving the risk aversion for the utility. |
These functions are used in pp.date.meanvarutil.
a vector of utilities.
Not formally tested.
This help file was last revised 2013 May 02.