Eminyi

Y = UPSIDECORRELATION(Y) returns the upside correlation for columns of variable Y.Y = UPSIDECORRELATION(Y, m) returns the upside correlation using vector m as expected value for columns of variable Y.====================================================Upside correlation is defined as the upside...


Platforms: Matlab

Y = DOWNSIDECOVARIANCE(Y) returns the downside covariance for columns of variable Y.Y = DOWNSIDECOVARIANCE(Y, m) returns the downside covariance using vector m as expected value for columns of variable Y.==================================================Downside covariance is defined as E[min(yi...


Platforms: Matlab

Y = DOWNSIDECORRELATION(Y) returns the downside correlation for columns of variable Y.Y = DOWNSIDECORRELATION(Y, m) returns the downside correlation using vector m as expected value for columns of variable Y.====================================================Downside correlation is defined as...


Platforms: Matlab