cusumData: The dataset 'cusumData' in cusumActiveManager package
In chindhanai/GSoC2017: Advancing factorAnalytics
Description
Data in the example is an xts object containing two monthly returns in each column.
The first column is the fund returns and the second column is the
benchmark returns. The data is from Jan 2005 to Dec 2003.
chindhanai/GSoC2017 documentation built on May 3, 2019, 5:15 p.m.
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Description
Data in the example is an xts object containing two monthly returns in each column. The first column is the fund returns and the second column is the benchmark returns. The data is from Jan 2005 to Dec 2003.
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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