Description Usage Arguments Value Author(s) See Also Examples
View source: R/pub01_utilityFuncs.R
Returns a basic set of statistics of the rtn series. It's a wraped function of table.Stats
in package PerformanceAnalytics
adding by the hitRatio.
1 | rtn.stats(rtn, hitSatisfied = 0)
|
rtn |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
hitSatisfied |
a numeric, indicating how much return could be called a "hit".See |
a matrix
Ruifei.Yin
1 2 3 4 |
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