HierarchyQuintiles: replaces numeric values in the hierarchy by quintiles
In R-Finance/PortfolioAttribution: Performance attribution tools used for identifying sources of portfolio return and risk.
Description
Usage
Arguments
Author(s)
See Also
Examples
Description
Replaces numeric values in the hierarchy by text with
corresponding quintiles
Usage
1
HierarchyQuintiles(h, level)
Arguments
h
data.frame with portfolio hierarchy
level
level from the hierarchy for which there are
numeric values
Author(s)
Andrii Babii
See Also
Examples
1
2
data(attrib)
HierarchyQuintiles(h = attrib.hierarchy, "MarketCap")
R-Finance/PortfolioAttribution documentation built on May 8, 2019, 4:48 a.m.
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Description Usage Arguments Author(s) See Also Examples
Description
Replaces numeric values in the hierarchy by text with corresponding quintiles
Usage
1 | HierarchyQuintiles(h, level)
|
Arguments
h |
data.frame with portfolio hierarchy |
level |
level from the hierarchy for which there are numeric values |
Author(s)
Andrii Babii
See Also
Examples
1 2 | data(attrib)
HierarchyQuintiles(h = attrib.hierarchy, "MarketCap")
|
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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