bbk.fwdRet: bbk.fwdRet

bbk.fwdRetR Documentation

bbk.fwdRet

Description

returns a matrix/data frame of the same dimensions as <x>

Usage

bbk.fwdRet(x, y, n, w)

Arguments

x

= a matrix/data frame (predictors)

y

= a matrix/data frame (total return indices)

n

= a positive integer (return window in days)

w

= a boolean (returns/spread changes)

See Also

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


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