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

reini reinhold.hafner at risklab.de
Mon Mar 31 08:47:11 CEST 2008


Dear all, 
I was wondering whether someone can help me to solve a problem that I posted
some weeks ago: 

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 asking for a time series. 

Many thanks, 
Reinhold 
-- 
View this message in context: http://www.nabble.com/Direct-Specification-of-Mu-and-Sigma-in-fportfolio-tp16392702p16392702.html
Sent from the Rmetrics mailing list archive at Nabble.com.



More information about the R-SIG-Finance mailing list