sd_roll: trailing rolling standard deviations, for a daily series
In cquigley/rPerfFunc: Financial Performance Library
Description
trailing rolling standard deviations, for a daily series
Usage
1
sd_roll(rets, yrs = 1, tr = trade_days_US)
cquigley/rPerfFunc documentation built on May 13, 2019, 10:55 p.m.
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Description
trailing rolling standard deviations, for a daily series
Usage
1 | sd_roll(rets, yrs = 1, tr = trade_days_US)
|
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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