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

In vsrimurthy/EPFR: EPFR Quantitative Research Environment

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 Dec. 24, 2024, 5:20 a.m.