sdRollMatrixCpp: sdRollMatrixCpp

Description Usage Arguments

Description

SD rolling over specified period with matrix as output

Usage

1
sdRollMatrixCpp(X, period)

Arguments

X

a matrix of which one want to calculate SD rolling

period

number one want to use when taking SD rolling


3schwartz/IPAmomentumSmallMidCap documentation built on May 15, 2019, 12:50 p.m.