scatterFUN: Apply a risk or return function to asset returns

Description Usage Arguments Author(s)

Description

This function is used to calculate risk or return metrics given a matrix of asset returns and will be used for a risk-reward scatter plot of the assets

Usage

1
  scatterFUN(R, FUN, arguments = NULL)

Arguments

R

xts object of asset returns

FUN

name of function

arguments

named list of arguments to FUN

Author(s)

Ross Bennett


R-Finance/PortfolioAnalytics documentation built on May 8, 2019, 4:46 a.m.