apply_rank: Apply a rank function to an 'xts' price history.

In greatgray/scorecard: GGCM Model Performance Scorecard

Description

Apply a rank function to an xts price history.

Usage

apply_rank(x, rank_fun, ...)

Arguments

x	the price history as an xts object
rank_fun	the ranking function to apply
...	any parameters passed to the rank function

Value

the result of the given rank function

See Also

ave_3ROC, weight_ave_3ROC, strength_ROC

Examples

## Not run: 
library(quantmod)
getSymbols(XLE,auto.assign=TRUE)
rv <- apply_rank(XLE,ave_3ROC)
head(rv)

## End(Not run)

greatgray/scorecard documentation built on May 17, 2019, 8:34 a.m.