
I was surprised to see
> require(PerformanceAnalytics)> x<-rnorm(1000)> mean <- mean(x)> Omega(x,L = mean, method ="simple",output = "point")[1] 1> Omega(x,L = mean, method ="interp",output = "point")[1] 3.001844
Why?  Horst R. Wolf
e mail       horstrwolf@msn.com
 		 	   		  
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