bbk.summ | R Documentation |
summarizes by year and overall
bbk.summ(x, y, n, w)
x |
= a matrix/data frame (bin returns) |
y |
= a matrix/data frame (bin memberships) |
n |
= a positive integer (return window in days/months) |
w |
= a positive integer |
Other bbk: bbk.bin.rets.prd.summ
,
bbk.bin.rets.summ
,
bbk.bin.xRet
, bbk.data
,
bbk.drawdown
, bbk.fwdRet
,
bbk.holidays
, bbk.matrix
,
bbk.turnover
, bbk
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