portfolio.beta.wrapper: portfolio.beta.wrapper
In vsrimurthy/EPFR: EPFR Quantitative Research Environment
portfolio.beta.wrapper R Documentation
portfolio.beta.wrapper
Description
<n> day beta of columns of <x> with respect to benchmark <y>
Usage
portfolio.beta.wrapper(x, y, n)
Arguments
x
= a matrix/data frame (total return indices)
y
= a string (benchmark like "ACWorld")
n
= a positive integer (lookback in days)
See Also
Other portfolio: portfolio.residual
vsrimurthy/EPFR documentation built on Dec. 24, 2024, 5:20 a.m.
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| portfolio.beta.wrapper | R Documentation |
portfolio.beta.wrapper
Description
<n> day beta of columns of <x> with respect to benchmark <y>
Usage
portfolio.beta.wrapper(x, y, n)
Arguments
x |
= a matrix/data frame (total return indices) |
y |
= a string (benchmark like "ACWorld") |
n |
= a positive integer (lookback in days) |
See Also
Other portfolio: portfolio.residual
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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