Hi Jessy,
I had a look at:
http://www.rdocumentation.org/packages/PerformanceAnalytics/functions/Modigliani
and it doesn't include a "Value" section, so I don't know what the
return value should be. Have you tried running the examples to see
what they return?
Jim
On Sat, Mar 26, 2016 at 12:10 A
Hi all,
I am researching performance of funds in the FTSE100 and am using the
Modigliani function in the PerformanceAnalytics package.
I have attached my raw data for your reference.
When I try to use the Modigliani code as follows:
Modigliani (a,b,c=0)
where a is my data set "1000 RANDOM...",
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