rp20dist.lwfac08 <- rep(NA, 200)

for(i in 1:200) {
	rp20dist.lwfac08[i] <- pp.riskpardist(sample(sp500.id, 20)) 
	cat(i, rp20dist.lwfac08[i], "\n")
}

rp20dist.lwfac10 <- rep(NA, 200)

for(i in 1:200) {
	rp20dist.lwfac10[i] <- pp.riskpardist(sample(sp500.id, 20),
		varfac10, varlw10, prices=as.matrix(sp500.close)[1007,]) 
	cat(i, rp20dist.lwfac10[i], "\n")
}

rp20fac08 <- rep(NA, 200)

for(i in 1:200) {
	rp20fac08[i] <- pp.riskpar.fac(sample(sp500.id, 20)) 
	cat(i, rp20fac08[i], "\n")
}

rp20lw08 <- rep(NA, 200)

for(i in 1:200) {
	rp20lw08[i] <- pp.riskpar.lw(sample(sp500.id, 20)) 
	cat(i, rp20lw08[i], "\n")
}




rp20fac10 <- rep(NA, 200)

for(i in 1:200) {
	rp20fac10[i] <- pp.riskpar.fac(sample(sp500.id, 20), varfull=varfac10,
		returns=sp500.ret[756:1007,], prices=as.matrix(sp500.close)[1007,]) 
	cat(i, rp20fac10[i], "\n")
}

rp20lw10 <- rep(NA, 200)

for(i in 1:200) {
	rp20lw10[i] <- pp.riskpar.lw(sample(sp500.id, 20), varfull=varlw10,
		returns=sp500.ret[756:1007,], prices=as.matrix(sp500.close)[1007,]) 
	cat(i, rp20lw10[i], "\n")
}