ret.ex.idx: ret.ex.idx

ret.ex.idxR Documentation

ret.ex.idx

Description

computes return

Usage

ret.ex.idx(x, y, n, w)

Arguments

x

= a matrix/data frame (total return indices)

y

= a positive integer (return window)

n

= a boolean (label returns by beginning/end of the period)

w

= a boolean (returns/spread changes)

See Also

Other ret: ret.idx.gaps.fix, ret.outliers, ret.to.idx, ret.to.log


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