Discounted payback period

Returns the first duration at which cumulative discounted profit is nonnegative.

Usage

discounted_payback_period(Pi, r)

Arguments

Pi

Numeric profit-signature vector.

r

Annual effective risk discount rate. May be scalar or vector; values must be greater than -1.

Value

An integer vector with one value for each discount rate. An element is NA_integer_ when payback is not reached.

Examples

Pi <- c(-15.00, 8.42, 8.39, 8.58)
discounted_payback_period(Pi, r = 0.10)
#> [1] 3