changeFreq: Change time-series frequency

In alejandro-sotolongo/InvMgmt:

Description

Change time-series frequency

Usage

changeFreq(ret, freq, data_type = c("return", "level"))

Arguments

ret	time-series in a data.frame or tibble
freq	frequency character
data_type	ret or price

Details

changeFreq converts a price or return time-series to a higher latency frequency (e.g., daily to monthly). Use the first character of the desired frequency. data_type is specified as either ret or price depending on if the time-series are

Value

higher latency time-series

See Also

Other return time-series: checkRet(), getIncept(), priceToRet(), rebal(), retToPrice()

alejandro-sotolongo/InvMgmt documentation built on Dec. 18, 2019, 3:33 a.m.