[Uwgarp-commits] r123 - pkg/GARPFRM/man

[noreply at r-forge.r-project.org]

Author: rossbennett34
Date: 2014-03-22 21:19:01 +0100 (Sat, 22 Mar 2014)
New Revision: 123

Added:
   pkg/GARPFRM/man/simpleVolatility.Rd
Log:
forgot man page for simpleVolatility

Added: pkg/GARPFRM/man/simpleVolatility.Rd
===================================================================
--- pkg/GARPFRM/man/simpleVolatility.Rd	                        (rev 0)
+++ pkg/GARPFRM/man/simpleVolatility.Rd	2014-03-22 20:19:01 UTC (rev 123)
@@ -0,0 +1,35 @@
+\name{simpleVolatility}
+\alias{simpleVolatility}
+\title{Simple Volatility}
+\usage{
+  simpleVolatility(R)
+}
+\arguments{
+  \item{R}{xts or zoo object of asset returns}
+}
+\description{
+  This function calculates the volatility of asset returns
+  using a simplified equation.
+}
+\details{
+  This function is different from \code{sd} in two ways.
+  \itemize{ \item \code{simpleVolatility} uses a
+  denominator of \code{n}.  \item \code{simpleVolatility}
+  assumes the mean to be zero. } The simple volatility of x
+  is defined as
+
+  \deqn{ \sigma = \sqrt{\frac{1}{n} \sum_{i=1}^n x_i^2} }
+}
+\examples{
+data(crsp_weekly)
+R <- largecap_weekly[,1:4]
+simpleVolatility(R[,1])
+simpleVolatility(R)
+}
+\author{
+  Ross Bennett
+}
+\seealso{
+  \code{\link{sd}}
+}
+