SE.xts: compute the standard error for the xts object

In chenx26/EstimatorStandardError: Risk/Performance Measure Estimator Standard Error

Description

compute the standard error for the xts object

Usage

SE.xts(x, se.fun, myfun, myfun.IF, ...)

Arguments

x	the xts object of the data
se.fun	the function used to compute the standard error
myfun	the measure
myfun.IF	the influence function of the measure
...	other parameters

Value

standard errors

Author(s)

Xin Chen, [e-mail]

Examples

data(edhec)
SE.xts(edhec, SE.IF.iid, sd, SD.IF)

chenx26/EstimatorStandardError documentation built on May 13, 2019, 3:53 p.m.