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2011 Jan 10
2
Calculating Portfolio Standard deviation
Dear R helpers
I have following data
stocks <- c("ABC", "DEF", "GHI", "JKL")
prices_df <- data.frame(ABC = c(17,24,15,22,16,22,17,22,15,19),
DEF = c(22,28,20,20,28,26,29,18,24,21),
GHI = c(32,27,32,36,37,37,34,23,25,32),
2012 Mar 25
2
Multivariate function from univariate functions
I'm relatively new to R and I'm stuck.
I'm trying to construct a surface to optimize from a multivariate dataset.
The dataset contains the response of a system to various stimuli. I am
trying to optimize the mix of stimuli to maximize the response. To do so,
I've interpolated the various datasets of type response vs. stimuli and I
now have an array of functions