trailingFUN | R Documentation |
this function is primarily designed for use with portfolio functions passing 'x' or 'R' and weights, but may be usable for other things as well, see Example for a vector example.
trailingFUN(R, weights, n = 0, FUN, FUNargs = NULL, ...)
R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
weights |
a vector of weights to test |
n |
numeric number of trailing periods |
FUN |
string describing the function to be called |
FUNargs |
list describing any additional arguments |
... |
any other passthru parameters |
called with e.g.
trailingFUN(seq(1:100), weights=NULL, n=12, FUN='mean',FUNargs=list())
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