GetWindowCumulativeReturns: Get a window of cumulative returns starting at an event and...
In justinnafe/TechnicalEvents: Technical Events
Description
Usage
Arguments
Value
Description
Get a window of cumulative returns starting at an event and ending w instances
after the event.
Usage
1
GetWindowCumulativeReturns(x, event, w)
Arguments
x
An xts vector of numeric values.
event
A time based object.
w
The number of periods after and including the event.
Value
A time series vector of cumulative returns.
justinnafe/TechnicalEvents documentation built on May 20, 2019, 5:16 a.m.
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.
Description Usage Arguments Value
Description
Get a window of cumulative returns starting at an event and ending w instances after the event.
Usage
1 | GetWindowCumulativeReturns(x, event, w)
|
Arguments
x |
An xts vector of numeric values. |
event |
A time based object. |
w |
The number of periods after and including the event. |
Value
A time series vector of cumulative returns.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.