ExpWeiAvgReCpp: ExpWeiAvgReCpp
In 3schwartz/SpecialeScrAndFun: Script and functions used for master thesis.
Description
Returns exponentially weighted average return
Arguments
r
a numeric vector
delta
size of weight
annu
number of days to get data annualized
3schwartz/SpecialeScrAndFun documentation built on May 4, 2019, 6:29 a.m.
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Description
Returns exponentially weighted average return
Arguments
r |
a numeric vector |
delta |
size of weight |
annu |
number of days to get data annualized |
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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