[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
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