DrawdownPeak: Drawdawn peak of the return distribution
In JFE: Tools and GUI for Analyzing Time Series Data of Just Finance and Econometrics
DrawdownPeak R Documentation
Drawdawn peak of the return distribution
Description
Drawdawn peak is for each return its drawdown since the previous peak
Usage
DrawdownPeak(R)
Arguments
R
an xts, vector, matrix, data frame, timeSeries or zoo object of
asset returns
Author(s)
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, College of Management, National Taiwan Normal University.
Examples
data(assetReturns)
R=assetReturns[, -29]
# Not run
# DrawdownPeak(R)
JFE documentation built on Aug. 28, 2023, 9:06 a.m.
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| DrawdownPeak | R Documentation |
Drawdawn peak of the return distribution
Description
Drawdawn peak is for each return its drawdown since the previous peak
Usage
DrawdownPeak(R)
Arguments
R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
Author(s)
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, College of Management, National Taiwan Normal University.
Examples
data(assetReturns)
R=assetReturns[, -29]
# Not run
# DrawdownPeak(R)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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