Test | Status | Code Input and Output |
---|---|---|
1 | Pass |
rng('default')
R = randn(504, 5);
w = ones(5, 1)/5;
assert(abs(computePortCokurt(R, w)-0.119749008958925)<1e-3)
|
2 | Pass |
rng('default')
R = randn(252, 15);
w = ones(15, 1)/15;
assert(abs(computePortCokurt(R, w)-0.013012357540290)<1e-3)
|
3 | Pass |
rng('default')
R = randn(100, 1);
w = 1;
assert(abs(computePortCokurt(R, w)-6.280759230562035)<1e-3)
|
4 | Pass |
rng('default')
R = randn(5, 10);
w = [0.1*ones(5, 1); 0.5; zeros(4, 1)];
assert(abs(computePortCokurt(R, w)-0.169198885214440)<1e-3)
|
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