averagereturn: Average (log) return of a time series of prices
In MatthiasSpeicher/gryffindorrobo: Run calculations that are useful to start a roboadvisor.
Description
Usage
Arguments
Value
Examples
View source: R/summary_stats.R
Description
This function generates a time series of log-returns and
while requiring as an input a time series of prices. In the end, the return
scaled to an annual return by multplying it by 252.
Usage
1
averagereturn(backtest)
Arguments
backtest
A data frame or a matrix containing time series
of prices. If there are several prices provided, only the first one will
be used.
Value
A numeric output giving the average annualized return as a
decimal number.
Examples
1
2
averagereturn(backtest = as.matrix(EuStockMarkets[, 1]))
averagereturn(backtest = as.data.frame(EuStockMarkets[, 2]))
MatthiasSpeicher/gryffindorrobo documentation built on Dec. 27, 2019, 2:15 a.m.
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Description Usage Arguments Value Examples
View source: R/summary_stats.R
Description
This function generates a time series of log-returns and while requiring as an input a time series of prices. In the end, the return scaled to an annual return by multplying it by 252.
Usage
1 | averagereturn(backtest)
|
Arguments
backtest |
A |
Value
A numeric output giving the average annualized return as a
decimal number.
Examples
1 2 | averagereturn(backtest = as.matrix(EuStockMarkets[, 1]))
averagereturn(backtest = as.data.frame(EuStockMarkets[, 2]))
|
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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