calculate_alpha: Provided a returns time series, it will return Jensen's Alpha
In aljrico/rfinance: Set of Tools for Financial Analysis
calculate_alpha R Documentation
Provided a returns time series, it will return Jensen's Alpha
Description
Provided a returns time series, it will return Jensen's Alpha
Usage
calculate_alpha(Ra, Rb, Rf = 0)
Arguments
Ra
A time series of asset returns
Rb
A time series of benchmark returns
Rf
A time series of risk free rate
aljrico/rfinance documentation built on March 29, 2024, 2:31 a.m.
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| calculate_alpha | R Documentation |
Provided a returns time series, it will return Jensen's Alpha
Description
Provided a returns time series, it will return Jensen's Alpha
Usage
calculate_alpha(Ra, Rb, Rf = 0)
Arguments
Ra |
A time series of asset returns |
Rb |
A time series of benchmark returns |
Rf |
A time series of risk free rate |
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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