rolling_metric: Calculate Moving-Window Performance Metrics

Description Usage Arguments Value

View source: R/rolling_metric.R

Description

Mainly a helper function for plot_metrics_overtime.

Usage

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rolling_metric(
  gains,
  metric = "mean",
  width = 50,
  units.year = 252,
  benchmark.gains = NULL
)

Arguments

gains

Numeric vector.

metric

Character string.

width

Integer value.

units.year

Integer value.

benchmark.gains

Numeric vector.

Value

Numeric vector.


vandomed/stocks documentation built on July 22, 2020, 3:25 a.m.