get_returns: get_returns
In mauriciogtec/metodosMultivariados2017: Paquete del curso Metodos Multivariados en Ciencias de Datos y Estadistica
Description
Usage
Arguments
Details
Description
Creates xts of returns
Usage
1
2
get_returns(x, is_prices = TRUE, roll = 1, halflife = 1,
is_cumulative = FALSE)
Arguments
x
xts containing prices or returns
is_prices
boolean indicating whether x
contains prices or returns
roll
rolling window
halflife
half life as percentage of roll
is_cumulative
boolean indicating whether
cumulative return should be computed
Details
xx
mauriciogtec/metodosMultivariados2017 documentation built on May 21, 2019, 1:37 p.m.
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Description Usage Arguments Details
Description
Creates xts of returns
Usage
1 2 | get_returns(x, is_prices = TRUE, roll = 1, halflife = 1,
is_cumulative = FALSE)
|
Arguments
x |
xts containing prices or returns |
is_prices |
boolean indicating whether x contains prices or returns |
roll |
rolling window |
halflife |
half life as percentage of roll |
is_cumulative |
boolean indicating whether cumulative return should be computed |
Details
xx
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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