search for: tenminusfive

...are for 5-yr horizon.table[k,6]<-sort(w5[,k])[.95*bs] ### table[k,7]<-sort(w10[,k])[.05*bs] ###table[k,8]<-mean(w10[,k]) ###Col 7-9 are for 5-yr horizon.table[k,9]<-sort(w10[,k])[.95*bs] ###}} table TenMinusOne<-numeric(length(lamdaseq))FiveMinusOne<-numeric(length(lamdaseq))TenMinusFive<-numeric(length(lamdaseq)) for (p in 1:length(lamdaseq)){DiffVec<-w10[,p]-w1[,p]TenMinusOne[p]<-length(DiffVec[DiffVec>0]) DiffVec<-w5[,p]-w1[,p]FiveMinusOne[p]<-length(DiffVec[DiffVec>0]) DiffVec<-w10[,p]-w5[,p]TenMinusFive[p]<-length(DiffVec[DiffVec>0])} diff<-cbi...