portfolio_bacon: Bacon(2008) Data
In guillermozbta/portafolio-master: Econometric tools for performance and risk analysis.
Description
Usage
Format
Examples
Description
A xts object that contains columns of monthly returns for an example of portfolio
and its benchmark
Usage
1
Format
CSV conformed into an xts object with monthly observations
Examples
1
2
3
4
5
6
7
8
9
10
data(portfolio_bacon)
#preview the data
head(portfolio_bacon)
#summary period statistics
summary(portfolio_bacon)
#cumulative returns
tail(cumprod(1+portfolio_bacon),1)
guillermozbta/portafolio-master documentation built on May 11, 2019, 7:20 p.m.
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Description Usage Format Examples
Description
A xts object that contains columns of monthly returns for an example of portfolio and its benchmark
Usage
1 |
Format
CSV conformed into an xts object with monthly observations
Examples
1 2 3 4 5 6 7 8 9 10 | data(portfolio_bacon)
#preview the data
head(portfolio_bacon)
#summary period statistics
summary(portfolio_bacon)
#cumulative returns
tail(cumprod(1+portfolio_bacon),1)
|
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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