rollBeta: Calculate Rolling Beta of 2 time-series
In alejandro-sotolongo/InvTools:
Usage
1
rollBeta(ret, xwin = 63)
Arguments
ret
data.frame or tibble of two time-series with dates in the first
column
xwin
rolling window of observations for beta calculation
alejandro-sotolongo/InvTools documentation built on Nov. 1, 2019, 9:08 p.m.
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Usage
1 | rollBeta(ret, xwin = 63)
|
Arguments
ret |
data.frame or tibble of two time-series with dates in the first column |
xwin |
rolling window of observations for beta calculation |
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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