MonthlyRSq: Generate monthly R-Squared series from daily returns
In hughshuwang/isocyanate: isocyanate (R-N=C=O)
Description
Usage
Arguments
Value
Description
Generate monthly R-Squared series from daily returns
Usage
1
MonthlyRSq(returns, mktcol = "SPY", intercept = TRUE)
Arguments
returns
xts dataframe with multiple assets, daily returns
mktcol
string of colname of market asset
intercept
bool fit the intercept or not
Value
rsq xts dataframe with yearmon index
hughshuwang/isocyanate documentation built on May 30, 2019, 7:17 a.m.
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Description Usage Arguments Value
Description
Generate monthly R-Squared series from daily returns
Usage
1 | MonthlyRSq(returns, mktcol = "SPY", intercept = TRUE)
|
Arguments
returns |
xts dataframe with multiple assets, daily returns |
mktcol |
string of colname of market asset |
intercept |
bool fit the intercept or not |
Value
rsq xts dataframe with yearmon index
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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