yearlystd: Yearly standard deviation 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 estimates the annualized standard deviation of a
time series of returns. It needs daily data as an input, as it scales the
daily standard deviation by the use of the square root of time rule to an
annual proxy.
Usage
1
yearlystd(backtest)
Arguments
backtest
A data frame or matrix containing one time
series of prices. If there are several prices provided, only the first one
will be used.
Value
A numeric output giving the yearly standard deviation
as decimalnumber
Examples
1
2
yearlystd(backtest = as.matrix(EuStockMarkets[, 1]))
yearlystd(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 estimates the annualized standard deviation of a time series of returns. It needs daily data as an input, as it scales the daily standard deviation by the use of the square root of time rule to an annual proxy.
Usage
1 | yearlystd(backtest)
|
Arguments
backtest |
A |
Value
A numeric output giving the yearly standard deviation
as decimalnumber
Examples
1 2 | yearlystd(backtest = as.matrix(EuStockMarkets[, 1]))
yearlystd(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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