Description Usage Arguments Value
For conditional distributions analysis in nonparametric section
1 | MeltSubgroups(subgroup, ticker, demean = TRUE)
|
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 |
a vector of merging adjusted (may be demeaned) monthly returns
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