bbk.drawdown: bbk.drawdown
In vsrimurthy/EPFR: EPFR Quantitative Research Environment
bbk.drawdown R Documentation
bbk.drawdown
Description
contiguous periods corresponding to max drawdown
Usage
bbk.drawdown(x)
Arguments
x
= a numeric vector
See Also
Other bbk: bbk.bin.rets.prd.summ,
bbk.bin.rets.summ,
bbk.bin.xRet, bbk.data,
bbk.fwdRet, bbk.holidays,
bbk.matrix, bbk.summ,
bbk.turnover, bbk
vsrimurthy/EPFR documentation built on April 26, 2024, 9:26 a.m.
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| bbk.drawdown | R Documentation |
bbk.drawdown
Description
contiguous periods corresponding to max drawdown
Usage
bbk.drawdown(x)
Arguments
x |
= a numeric vector |
See Also
Other bbk: bbk.bin.rets.prd.summ,
bbk.bin.rets.summ,
bbk.bin.xRet, bbk.data,
bbk.fwdRet, bbk.holidays,
bbk.matrix, bbk.summ,
bbk.turnover, bbk
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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