rgeneral(rportfolios)
rgeneral()所属R语言包：rportfolios
Generate random general portfolios
产生随机的一般投资组合
译者：生物统计家园网 机器人LoveR
描述----------Description----------
This function generates m random general portfolios with n investments each. There are k positions that can be positive or negative. The probability that a given investment weight is positive is p. The maximum absolute exposure is x.u which has 1 / k as the default
此功能会产生m个随机一般有n个投资各投资组合。有k个位置，可以是正的或负的。投资一个给定的重量为正的概率是p。最大绝对风险是徐1 / k默认的
用法----------Usage----------
rgeneral(m, n = 2, k = n, p = 0.5, x.u = 1/k)
参数----------Arguments----------
参数：m
A positive integer value for the number of portfolios
投资组合的数量正整数值
参数：n
A positive integer value for the number of investments in the portfolio
投资组合中的一个正整数的值
参数：k
A positive integer value for the number of non-zero investment positions
正整数值为非零投资头寸的数量
参数：p
A positive numeric value for the probability that a non-zero position is positive
阿正的数值的概率，一个非零的位置是正
参数：x.u
A positive numeric value for the maximum absolute exposure to an investment
正数值的最大绝对的投资风险
Details
详细信息----------Details----------
The function executes the function random.general using the R function sapply. The result returned is the transpose of the matrix generated in the previous step.
该功能执行的功能random.general使用R的功能sapply，。返回的结果是在先前步骤中产生的矩阵的转置。
值----------Value----------
An m \times n numeric matrix. The rows are the portfolios and the columns are the investment weights for each portfolio
m \times n数字矩阵。该行的投资组合和列是每个投资组合的投资权重
（作者）----------Author(s)----------
Frederick Novomestky <a href="mailto:fnovomes@poly.edu">fnovomes@poly.edu</a>
参见----------See Also----------
random.general
random.general
实例----------Examples----------
###[＃＃]
### 100 long only portfolios of 30 investments with 30 non-zero positions[＃＃100长仅30投资组合的30个非零位]
###[＃＃]
x.long <- rgeneral( 100, 30, p=1.0 )
###[＃＃]
### 100 long only portfolios of 30 investments with 10 non-zero positions[＃＃100长仅30投资组合的10个非零位]
###[＃＃]
y.long <- rgeneral( 100, 30, 10, p=1.0 )
###[＃＃]
### 100 short only portfolios of 30 investments with 30 non-zero positions[＃＃100短的只有30投资组合的30个非零位]
###[＃＃]
x.short <- rgeneral( 100, 30, p=0.0 )
###[＃＃]
### 100 short only portfolios of 30 investments with 10 non-zero positions[＃＃100短的只有30投资组合的10个非零位]
###[＃＃]
y.short <- rgeneral( 100, 30, 10, p=0.0 )
###[＃＃]
### 100 long short portfolios of 30 investments with 30 non-zero positions[＃＃100 30投资组合的长的短的30个非零位]
###[＃＃]
x.long.short <- rgeneral( 100, 30, p=0.5 )
###[＃＃]
### 100 long short portfolios of 30 investments with 10 non-zero positions[＃＃100 30投资组合的长的短的10个非零位]
###[＃＃]
y.long.short <- rgeneral( 100, 30, 10, p=0.5 )
###[＃＃]
### 100 long bias portfolios of 30 investments with 30 non-zero positions[＃＃100长投资的30个与30个非零位偏差投资组合]
###[＃＃]
x.long.bias <- rgeneral( 100, 30, p=0.7 )
###[＃＃]
### 100 long bias portfolios of 30 investments with 10 non-zero positions[＃＃100长投资的30个与10个非零位偏差投资组合]
###[＃＃]
y.long.bias <- rgeneral( 100, 30, 10, p=0.7 )
###[＃＃]
### 100 short bias portfolios of 30 investments with 30 non-zero positions[＃＃100短的偏压组合投资的30个与30个非零位]
###[＃＃]
x.short.bias <- rgeneral( 100, 30, p=0.3 )
###[＃＃]
### 100 short bias portfolios of 30 investments with 10 non-zero positions[＃＃100短的偏压组合投资的30个与10个非零位]
###[＃＃]
y.short.bias <- rgeneral( 100, 30, 10, p=0.3 )
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注：
注1：为了方便大家学习，本文档为生物统计家园网机器人LoveR翻译而成，仅供个人R语言学习参考使用，生物统计家园保留版权。
注2：由于是机器人自动翻译，难免有不准确之处，使用时仔细对照中、英文内容进行反复理解，可以帮助R语言的学习。
注3：如遇到不准确之处，请在本贴的后面进行回帖，我们会逐渐进行修订。
|
发表于 2012-9-28 20:07:23
