fitDTFM: Fit returns distribution to daily-arithmetic returns
In shill1729/findistr: Common distributions used in finance
View source: R/discrete-time.R
fitDTFM R Documentation
Fit returns distribution to daily-arithmetic returns
Description
Fit returns distribution to daily-arithmetic returns
Usage
fitDTFM(x, distr = "norm")
Arguments
x
time series of daily arithmetic returns
distr
distribution name: "norm" or "unif"
Value
vector
shill1729/findistr documentation built on May 20, 2024, 9:43 a.m.
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View source: R/discrete-time.R
| fitDTFM | R Documentation |
Fit returns distribution to daily-arithmetic returns
Description
Fit returns distribution to daily-arithmetic returns
Usage
fitDTFM(x, distr = "norm")
Arguments
x |
time series of daily arithmetic returns |
distr |
distribution name: "norm" or "unif" |
Value
vector
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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