find_drawdowns: Find unique drawdowns from drawdown time-series
In alejandro-sotolongo/InvestmentSuite: Investment Asset and Portfolio Time-Series Analysis
Description
Usage
Arguments
Value
Examples
View source: R/QuantAnalysis.R
Description
Find unique drawdowns from drawdown time-series
Usage
1
find_drawdowns(dd)
Arguments
dd
data.frame containing drawdown time-series of one asset, see drawdown
Value
data.frame with unique drawdowns start, end, and trough dates, and trough value
Examples
1
2
3
data(ETF)
dd <- drawdown(ret[, 1:2])
find_drawdowns(dd)
alejandro-sotolongo/InvestmentSuite documentation built on Jan. 19, 2020, 5:20 p.m.
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Description Usage Arguments Value Examples
View source: R/QuantAnalysis.R
Description
Find unique drawdowns from drawdown time-series
Usage
1 | find_drawdowns(dd)
|
Arguments
dd |
data.frame containing drawdown time-series of one asset, see |
Value
data.frame with unique drawdowns start, end, and trough dates, and trough value
Examples
1 2 3 | data(ETF)
dd <- drawdown(ret[, 1:2])
find_drawdowns(dd)
|
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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