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braverock
GitHub Repository: braverock/portfolioanalytics
Path: blob/master/sandbox/paper_analysis/data/choiceestimationsample.R
1433 views
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nreplications = 10000
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samplesize = 52
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Y = matrix( rnorm(samplesize*nreplications ) , ncol=nreplications ) ;
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vskewnessoneyear = apply( Y , 2 , 'skewness' ) ; vkurtosisoneyear = apply( Y , 2 , 'kurtosis' )
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samplesize = 104
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Y = matrix( rnorm(samplesize*nreplications ) , ncol=nreplications ) ;
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vskewnesstwoyear = apply( Y , 2 , 'skewness' ) ; vkurtosistwoyear = apply( Y , 2 , 'kurtosis' )
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samplesize = 156
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Y = matrix( rnorm(samplesize*nreplications ) , ncol=nreplications ) ;
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vskewnessthreeyear = apply( Y , 2 , 'skewness' ) ; vkurtosisthreeyear = apply( Y , 2 , 'kurtosis' )
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par(mfrow=c(2,1),mar=rep(2,4) )
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boxplot(cbind(vskewnessoneyear,vskewnesstwoyear,vskewnessthreeyear))
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boxplot(cbind(vkurtosisoneyear,vkurtosistwoyear,vkurtosisthreeyear))
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summary(cbind(vskewnessoneyear,vskewnesstwoyear,vskewnessthreeyear))
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