excess_mean: Excess mean
In alejandro-sotolongo/InvestmentSuite: Investment Asset and Portfolio Time-Series Analysis
Description
Usage
Arguments
Value
Note
View source: R/QuantAnalysis.R
Description
Excess mean
Usage
1
excess_mean(x, y, freq)
Arguments
x
data.frame containing returns
y
data.frame containing univariate return to net from each x
freq
character representing common frequency
Value
data.frame of x net of y
Note
the geometric mean of y is subtracted from the geometric mean
of x
alejandro-sotolongo/InvestmentSuite documentation built on Jan. 19, 2020, 5:20 p.m.
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Description Usage Arguments Value Note
View source: R/QuantAnalysis.R
Description
Excess mean
Usage
1 | excess_mean(x, y, freq)
|
Arguments
x |
data.frame containing returns |
y |
data.frame containing univariate return to net from each |
freq |
character representing common frequency |
Value
data.frame of x net of y
Note
the geometric mean of y is subtracted from the geometric mean
of x
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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