fund_corr: Correlation of fund(s) relative to benchmark
In alejandro-sotolongo/InvestmentSuite: Investment Asset and Portfolio Time-Series Analysis
Description
Usage
Arguments
Value
View source: R/QuantAnalysis.R
Description
Correlation of fund(s) relative to benchmark
Usage
1
Arguments
fund
data.frame containing one or multiple fund returns
bench
data.frame containing returns of one benchmark
rf
data.frame containing risk-free rate
freq
character to specify common frequency
Value
vector of correlation of each fund to benchmark
alejandro-sotolongo/InvestmentSuite documentation built on Jan. 19, 2020, 5:20 p.m.
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Description Usage Arguments Value
View source: R/QuantAnalysis.R
Description
Correlation of fund(s) relative to benchmark
Usage
1 |
Arguments
fund |
data.frame containing one or multiple fund returns |
bench |
data.frame containing returns of one benchmark |
rf |
data.frame containing risk-free rate |
freq |
character to specify common frequency |
Value
vector of correlation of each fund to benchmark
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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