rtn.stats: rtn.stats
In raphael210/QUtility:

Description Usage Arguments Value Author(s) See Also Examples

Returns a basic set of statistics of the rtn series. It's a wraped function of table.Stats in package PerformanceAnalytics adding by the hitRatio.

1	rtn.stats(rtn, hitSatisfied = 0)

`rtn`	an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
`hitSatisfied`	a numeric, indicating how much return could be called a "hit".See `hitRatio` for detail.

a matrix

Ruifei.Yin

table.Stats

rtn.long <- zoo(rnorm(100,0.001,0.02),as.Date("2010-01-01")+1:100)
rtn.short <- rtn.long + rnorm(100,-0.001,0.003)
rtn <- merge(rtn.long,rtn.short)
rtn.stats(rtn)