pt.cmexrtn: Cumulative excess return
In YRmisc: Y&R Miscellaneous R Functions
Description
Usage
Arguments
Examples
Description
Cumulative return is the compounded return in a given period. The excess return is the
difference between the cumulative return of a risky asset and the cumulative return of a benchmark.
Usage
1
pt.cmexrtn(ar,br)
Arguments
ar
:a vector of risky asset returns
br
:a vector of benchmark returns
Examples
1
2
3
brtn <- runif(12, -1, 1)
artn <- runif(12, -1, 1)
pt.cmexrtn(artn,brtn)
YRmisc documentation built on March 25, 2020, 5:13 p.m.
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Description Usage Arguments Examples
Description
Cumulative return is the compounded return in a given period. The excess return is the difference between the cumulative return of a risky asset and the cumulative return of a benchmark.
Usage
1 | pt.cmexrtn(ar,br)
|
Arguments
ar |
:a vector of risky asset returns |
br |
:a vector of benchmark returns |
Examples
1 2 3 | brtn <- runif(12, -1, 1)
artn <- runif(12, -1, 1)
pt.cmexrtn(artn,brtn)
|
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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