RetToMonthly: Function Wrapper for xts::apply.monthly
In hughshuwang/isocyanate: isocyanate (R-N=C=O)
Description
Usage
Arguments
Value
Description
the reason for this function is that xts:apply.monthly
only take one column (or the first column if called with a df), and
xts::to.monthly has outputs with multiple columns (OHLC)
Usage
1
RetToMonthly(daily.returns)
Arguments
daily.returns
xts object with individual returns
Value
xts object with monthly log return
hughshuwang/isocyanate documentation built on May 30, 2019, 7:17 a.m.
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Description Usage Arguments Value
Description
the reason for this function is that xts:apply.monthly only take one column (or the first column if called with a df), and xts::to.monthly has outputs with multiple columns (OHLC)
Usage
1 | RetToMonthly(daily.returns)
|
Arguments
daily.returns |
xts object with individual returns |
Value
xts object with monthly log return
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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