Comments (3)
Dear avanchev
I experienced the same problem in the string:
a[1 : n, ] = t(ia$hist.returns) - repmat(colMeans(ia$hist.returns), 1, nt)
So, it is impossible to obtain the MAD ptf.
The problem is related to the matrix dimension.
Have you any idea about how to solve?
Thanks, Alberto
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me too
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Here's my solution:
a[1 : n0, ] = t(ia$hist.returns) - repmat(matrix(colMeans(ia$hist.returns)), 1, nt)
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