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2010 Apr 12
1
how to calculate a table
Hi R-Group,
I am stuck with the following problem: I am constructing a portfolio of
2 variables x and y
x <- rnorm(100, mean=100, sd=4)
y <- rnorm(100, mean=120, sd=10)
which I am combining as follows to a portfolio for sampling purposes:
portfolio <- c(rep(x, 8), rep(y, 2))
In this case I have assigned the weights of 8 and 2 to calculate the
bootstrapped mean:
mean.boot <-