Displaying 1 result from an estimated 1 matches for "result_method_other".
2012 Sep 26
1
Change in order of names after applying "plyr" package
...[i+1])
}
return_mean = mean(security_rate_returns)
return_sd = sd(security_rate_returns)
simulation = rnorm(n, return_mean, return_sd)
qq = sort(simulation, decreasing = TRUE)
VaR_mc = -qq[alpha * n]*sqrt(t)
return(VaR_mc)
}
result_method_other <- dlply(.data = equity_data, .variables = "security_id", .fun = function(x)
mc_VaR(ason_date = x$ason_date, security_id = x$security_id,
security_rate = x$security_rate))
> result_method_other
$AB
[1] 0.2657424
$AD
[1] 0.212061...