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Did you mean: zerocentredreturns1
2009 Aug 10
0
Speeding up a bootstrap routine
...; average_daily_return2 <- mean(actualreturns2); average_daily_return3 <- mean(actualreturns3); # create zero centred sampling distributions for the null hypothesis zerocentredreturns1 <- actualreturns1-average_daily_return1; zerocentredreturns2 <- actualreturns1-average_daily_return2; zerocentredreturns3 <- actualreturns1-average_daily_return3; n <- length(detrendedreturns); result1 <- 0.0; # initialise result result2 <- 0.0; # initialise result result3 <- 0.0; # initialise result # create matrices to hold sampling returns matrix_1 <- matrix(0,1,n) matrix_2 <- matrix(0,1,n) m...