Пример #1
0
 public function portfolioCorrelations()
 {
     $i = 0;
     foreach ($this->_stocks as $stock) {
         $rets[$i] = $this->ArrayRet[$stock];
         $i++;
     }
     $matrix = new Finance_Matrix($rets);
     $correlations = $matrix->correlationMatrix($rets);
     return $correlations;
 }