ReturnMoments: Return Moments.
In Texas-UCF/quantkit: Quantitative analysis for financial markets
Description
Usage
Arguments
Value
Examples
Description
Return Moments.
Usage
1
ReturnMoments(ticker, start = Sys.Date() - 365, end = Sys.Date())
Arguments
ticker
Yahoo Finance target ticker
start
Start date
end
End date
Value
vector of mean, SD, skewness, kurtosis
Examples
1
ReturnMoments("TSLA", '2015-01-01', '2015-05-25')
Texas-UCF/quantkit documentation built on May 9, 2019, 4:26 p.m.
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Description Usage Arguments Value Examples
Description
Return Moments.
Usage
1 | ReturnMoments(ticker, start = Sys.Date() - 365, end = Sys.Date())
|
Arguments
ticker |
Yahoo Finance target ticker |
start |
Start date |
end |
End date |
Value
vector of mean, SD, skewness, kurtosis
Examples
1 | ReturnMoments("TSLA", '2015-01-01', '2015-05-25')
|
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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