stdevwind: rolling standard deviation function
In seungbochoi/private_Rpackage: Stockanalysis
Description
Usage
Details
Value
Examples
Description
rolling standard deviation function
Usage
1
stdevwind(returns)
Details
this will calculated the standard deviation based on sliding window.Also, it will return the annulized standard deviation based on market live day out of 365 days in a year. calculate adjusted window frame for anualized version of sliding window based standard deviation
Value
anualized volatility
Examples
1
stdevwind(stock1)
seungbochoi/private_Rpackage documentation built on May 17, 2019, 12:12 a.m.
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Description Usage Details Value Examples
Description
rolling standard deviation function
Usage
1 | stdevwind(returns)
|
Details
this will calculated the standard deviation based on sliding window.Also, it will return the annulized standard deviation based on market live day out of 365 days in a year. calculate adjusted window frame for anualized version of sliding window based standard deviation
Value
anualized volatility
Examples
1 | stdevwind(stock1)
|
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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