xtscagr: Compute the annualized return from an xts of equity curves...
In jeanmarcgp/xtsanalytics: A library of functions to do advanced analytics of time series data (xts matrices).
Description
Usage
Arguments
Value
Description
The equity curves are in the form of prices, not returns.
Usage
1
xtscagr(ec)
Arguments
ec
An xts matrix of equity curves expressed as prices.
Value
Returns a data frame of CAGR
jeanmarcgp/xtsanalytics documentation built on May 19, 2019, 12:38 a.m.
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Description Usage Arguments Value
Description
The equity curves are in the form of prices, not returns.
Usage
1 | xtscagr(ec)
|
Arguments
ec |
An xts matrix of equity curves expressed as prices. |
Value
Returns a data frame of CAGR
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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