Description Usage Arguments Value Author(s) Examples
View source: R/pub01_utilityFuncs.R
get the hit ratio of the return series.
1 | hitRatio(rtn, satisfied = 0)
|
rtn |
a vector or a matrix(or a matrix-like object,eg.xts,zoo,timeSeries,..each column gives a rtn series of an asset) |
satisfied |
a numeric, indicating how much return could be called a "hit" |
the hit ratio, a matrix with dims 1*NCOL(rtn)
Ruifei.Yin
1 2 |
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