MeltSubgroups: Melt one ticker in subgroup list to a vector for density...

Description Usage Arguments Value

Description

For conditional distributions analysis in nonparametric section

Usage

1
MeltSubgroups(subgroup, ticker, demean = TRUE)

Arguments

subgroup

list of xts, with a specific signal condition, each xts df contains multiple assets and just for a month (cond, signal is monthly)

ticker

string of colname in xts df, for output

demean

bool if demeaned in each month to see deviation

Value

a vector of merging adjusted (may be demeaned) monthly returns


hughshuwang/isocyanate documentation built on May 30, 2019, 7:17 a.m.