Frequency: Frequency of the return distribution

Description Usage Arguments Author(s) Examples

Description

Gives the period of the return distribution (ie 12 if monthly return, 4 if quarterly return)

Usage

1

Arguments

R

an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns

...

any other passthru parameters

Author(s)

Matthieu Lestel

Examples

1
2
3
4

R-Finance/PerformanceAnalytics documentation built on May 8, 2019, 3:54 a.m.