Description Usage Arguments Author(s)
Calculates the SemiVariance of Price Series
1 | calcSemiVar(data, split.num = NULL, n = NULL)
|
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. |
Nicholas Dregne
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