calcSemiVar: Calculates the SemiVariance of Price Series

Description Usage Arguments Author(s)

Description

Calculates the SemiVariance of Price Series

Usage

1
calcSemiVar(data, split.num = NULL, n = NULL)

Arguments

data

A price series on which you want to compute the semivariance

split.num

The number to split the price series distribution. If null, the mean is used.

n

The number of observations to use in the calculation. If null, the total set is combined.

Author(s)

Nicholas Dregne


helenristov/aCompiler documentation built on May 3, 2019, 9:40 p.m.