computeDrawdownMatrix: compute drawdown for time series matrix
In erolbicero/tsconv: Time Series Convenience
Description
Usage
Arguments
Value
Examples
Description
compute drawdown for time series matrix
Usage
1
computeDrawdownMatrix(timeSeriesMatrix, continuous = FALSE)
Arguments
continuous
logical; if true, will compute index levels for continuous returns, if FALSE, will compute index levels for linear returns; defaults to FALSE
timeSeriesVector
xts time series matrix
Value
a matrix of drawdown levels
Examples
1
none
erolbicero/tsconv documentation built on May 16, 2019, 8:49 a.m.
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Description Usage Arguments Value Examples
Description
compute drawdown for time series matrix
Usage
1 | computeDrawdownMatrix(timeSeriesMatrix, continuous = FALSE)
|
Arguments
continuous |
logical; if true, will compute index levels for continuous returns, if FALSE, will compute index levels for linear returns; defaults to FALSE |
timeSeriesVector |
xts time series matrix |
Value
a matrix of drawdown levels
Examples
1 | none
|
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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