ret.ex.idx | R Documentation |
computes return
ret.ex.idx(x, y, n, w)
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) |
Other ret: ret.idx.gaps.fix
,
ret.outliers
, ret.to.idx
,
ret.to.log
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