weightedROC: Weighted ROC
In 3schwartz/IPAmomentumSmallMidCap:
Description
Usage
Arguments
Value
Description
Weighted ROC
Usage
1
weightedROC(x, n = c(1, 3, 6), weights = c(1/3, 1/3, 1/3))
Arguments
x
Object with returns
n
Vector in which one choose up to three lookback periods
weights
Vector in which one choose up to three weights
Value
Weighted ROC of returns
3schwartz/IPAmomentumSmallMidCap documentation built on May 15, 2019, 12:50 p.m.
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Description Usage Arguments Value
Description
Weighted ROC
Usage
1 | weightedROC(x, n = c(1, 3, 6), weights = c(1/3, 1/3, 1/3))
|
Arguments
x |
Object with returns |
n |
Vector in which one choose up to three lookback periods |
weights |
Vector in which one choose up to three weights |
Value
Weighted ROC of returns
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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