[R-SIG-Finance] [R-sig-finance] Specification of Mu and Sigma in fportfolio

reini reinhold.hafner at risklab.de
Tue Mar 18 17:34:44 CET 2008


Dear all,
In using fportfolio I would like to directly specify a mu and sigma rather
than to hand over a multivariate time series from which mu and sigma are
estimated by the relevant functions. How does this work? From the
documentation it seemed possible to me, however, when I investigated the
relevant code it is always asking for a time series. 
Many thanks,
Reinhold 
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