ann_sd: Annulise standard deviation
In AndreSjuve/dretools: Suite of handy functions
ann_sd R Documentation
Annulise standard deviation
Description
ann_sd annualises the standard deviation based on scale
(monthly = 12, quarterly = 4, biannually = 2, daily = 252)
Usage
ann_sd(x, scale = 12)
Arguments
x
numeric vector
scale
time frequency of x
Details
Used in scripts:
Robust function: TRUE
Value
vector of annualised standard deviations
AndreSjuve/dretools documentation built on Dec. 4, 2024, 3:12 a.m.
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| ann_sd | R Documentation |
Annulise standard deviation
Description
ann_sd annualises the standard deviation based on scale
(monthly = 12, quarterly = 4, biannually = 2, daily = 252)
Usage
ann_sd(x, scale = 12)
Arguments
x |
numeric vector |
scale |
time frequency of |
Details
Used in scripts: Robust function: TRUE
Value
vector of annualised standard deviations
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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