bbk.bin.rets.prd.summ: bbk.bin.rets.prd.summ

bbk.bin.rets.prd.summR Documentation

bbk.bin.rets.prd.summ

Description

Summarizes bin excess returns by sub-periods of interest (as defined by <y>)

Usage

bbk.bin.rets.prd.summ(fcn, x, y, n)

Arguments

fcn

= a function (summary)

x

= a matrix/data frame (rows indexed by time and columns indexed by bins)

y

= a numeric vector (corresponds to rows of <x>, maps each row to sub-period like calendar year)

n

= a positive integer (number of rows covering a full year)

See Also

Other bbk: bbk.bin.rets.summ, bbk.bin.xRet, bbk.data, bbk.drawdown, bbk.fwdRet, bbk.holidays, bbk.matrix, bbk.summ, bbk.turnover, bbk


vsrimurthy/EPFR documentation built on July 16, 2024, 9:58 p.m.