Frequency: Frequency of the return distribution

In PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis

Description

Gives the period of the return distribution (ie 12 if monthly return, 4 if quarterly return)

Usage

Frequency(R, ...)

Arguments

R	an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
...	any other passthru parameters

Author(s)

Matthieu Lestel

Examples

data(portfolio_bacon)
print(Frequency(portfolio_bacon[,1])) #expected 12
data(managers)
print(Frequency(managers['1996',1:5]))

PerformanceAnalytics documentation built on Feb. 6, 2020, 5:11 p.m.