truncReturns: Truncate return time-series
In alejandro-sotolongo/InvMgmt:
Description
Usage
Arguments
Value
Description
Truncate return time-series
Usage
1
truncReturns(ret, date_start = NULL, date_end = NULL)
Arguments
ret
data.frame containing returns
date_start
date to filter out observations before this date
date_end
date to filter out observations after this date
Value
data.frame of time-series with truncated dates
alejandro-sotolongo/InvMgmt documentation built on Dec. 18, 2019, 3:33 a.m.
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Description Usage Arguments Value
Description
Truncate return time-series
Usage
1 | truncReturns(ret, date_start = NULL, date_end = NULL)
|
Arguments
ret |
data.frame containing returns |
date_start |
date to filter out observations before this date |
date_end |
date to filter out observations after this date |
Value
data.frame of time-series with truncated dates
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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