compute_quantiles: Compute Quantiles updated for Clarifi Data
In WillPalmquist/PortfolioMgmt: Helper Functions for Multiple-Factor Portfolio Backtesting
Description
Usage
Arguments
Value
View source: R/compute_quantiles.R
Description
Compute Quantiles updated for Clarifi Data
Usage
1
compute_quantiles(data, next.month.ret, smain = "", n.quantiles = 5, plot = T)
Arguments
data
factor time series
next.month.ret
future returns
smain
plot title
n.quantiles
number of quantiles
plot
flag to create plot
Value
list with returns, weights, quantiles, ranks
WillPalmquist/PortfolioMgmt documentation built on June 10, 2021, 10:35 p.m.
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Description Usage Arguments Value
View source: R/compute_quantiles.R
Description
Compute Quantiles updated for Clarifi Data
Usage
1 | compute_quantiles(data, next.month.ret, smain = "", n.quantiles = 5, plot = T)
|
Arguments
data |
factor time series |
next.month.ret |
future returns |
smain |
plot title |
n.quantiles |
number of quantiles |
plot |
flag to create plot |
Value
list with returns, weights, quantiles, ranks
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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