pt.sdexrtn: Standard deviation of excess return
In YRmisc: Y&R Miscellaneous R Functions
Description
Usage
Arguments
Examples
Description
The standard deviation of excess return is simply the standard deviation of the asset
return over the benchmark return.
Usage
1
pt.sdexrtn(ar,br)
Arguments
ar
:a vector of a risk asset return
br
:a vector of benchmark return
Examples
1
2
3
artn <- runif(12, -1, 1)
brtn <- runif(12,-1,1)
pt.sdexrtn(artn,brtn)
YRmisc documentation built on March 25, 2020, 5:13 p.m.
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Description Usage Arguments Examples
Description
The standard deviation of excess return is simply the standard deviation of the asset return over the benchmark return.
Usage
1 | pt.sdexrtn(ar,br)
|
Arguments
ar |
:a vector of a risk asset return |
br |
:a vector of benchmark return |
Examples
1 2 3 | artn <- runif(12, -1, 1)
brtn <- runif(12,-1,1)
pt.sdexrtn(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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