gmrr: gmmr
In gothic-hedge-society/FinancieR: Tools for Financial Data Analysis and Manipulation
gmrr R Documentation
gmmr
Description
Calculate geometric means of an xts series of returns.
Usage
gmrr(returns_xts)
Arguments
returns_xts
An xts object whose values are period-over-period returns
observed for the assets specified by the identifiers in the column names.
Returns are NOT assumed to be in 'percent form': i.e., make sure that in
whatever xts is passed as returns_xts, a return of 12% is
represented as 0.12.
Value
A numeric vector whose values are the geometric means of the returns
in returns_xts and whose names are the identifiers for which each
geometric mean return was calculated.
gothic-hedge-society/FinancieR documentation built on June 18, 2022, 4:55 a.m.
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| gmrr | R Documentation |
gmmr
Description
Calculate geometric means of an xts series of returns.
Usage
gmrr(returns_xts)
Arguments
returns_xts |
An xts object whose values are period-over-period returns
observed for the assets specified by the identifiers in the column names.
Returns are NOT assumed to be in 'percent form': i.e., make sure that in
whatever xts is passed as |
Value
A numeric vector whose values are the geometric means of the returns
in returns_xts and whose names are the identifiers for which each
geometric mean return was calculated.
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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