Calculates the Kelly criterion (Kelly, J.L. (1956) <doi:10.1002/j.1538-7305.1956.tb03809.x>) for bets given quoted prices, model predictions and commissions. Additionally it contains helper functions to calculate the probabilities for wins and draws in multi-leg games.
| Version: | 1.0 |
| Suggests: | testthat, knitr, rmarkdown |
| Published: | 2019-09-04 |
| DOI: | 10.32614/CRAN.package.RKelly |
| Author: | Arvid Kingl [aut, cre] |
| Maintainer: | Arvid Kingl <akingl2016 at gmail.com> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| Materials: | README |
| In views: | SportsAnalytics |
| CRAN checks: | RKelly results |
| Reference manual: | RKelly.html , RKelly.pdf |
| Vignettes: |
The Kelly Criterion (source, R code) |
| Package source: | RKelly_1.0.tar.gz |
| Windows binaries: | r-devel: RKelly_1.0.zip, r-release: RKelly_1.0.zip, r-oldrel: RKelly_1.0.zip |
| macOS binaries: | r-release (arm64): RKelly_1.0.tgz, r-oldrel (arm64): RKelly_1.0.tgz, r-release (x86_64): RKelly_1.0.tgz, r-oldrel (x86_64): RKelly_1.0.tgz |
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