AverageLength: Calculates the average length (in periods) of the observed...
In PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis
Description
Usage
Arguments
Author(s)
Description
Similar to AverageDrawdown, which calculates the average depth of drawdown, this function calculates the average length of the drawdowns observed.
Usage
1
AverageLength(R, ...)
Arguments
R
an xts, vector, matrix, data frame, timeSeries or zoo object of
asset returns
...
any other passthru parameters
Author(s)
Peter Carl
PerformanceAnalytics documentation built on Feb. 6, 2020, 5:11 p.m.
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Description Usage Arguments Author(s)
Description
Similar to AverageDrawdown, which calculates the average depth of drawdown, this function calculates the average length of the drawdowns observed.
Usage
1 | AverageLength(R, ...)
|
Arguments
R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
... |
any other passthru parameters |
Author(s)
Peter Carl
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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