bbk.summ: bbk.summ

bbk.summR Documentation

bbk.summ

Description

summarizes by year and overall

Usage

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

Arguments

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

See Also

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


vsrimurthy/EPFR documentation built on Dec. 24, 2024, 5:20 a.m.