meanReturns4Types function

Four Types of Mean Returns

Computation of arithmetic mean, logarithmic mean, geometric mean, and an approximate geometric mean.

meanReturns4Types(return, robust = FALSE, eff = 0.95)

Arguments

• return: An xts object or a numeric vector of returns
• robust: A logical value controlling whether a classical or robust sample mean and standard deviation is computed. Default is FALSE
• eff: Normal distribution efficiency of RobStatTM function locScaleM() used for computing a robust location estimate

Returns

fourMeans numeric values of the four means in the Description

Examples

args(meanReturns4Types)