sfpd.ActWtTrend: sfpd.ActWtTrend

sfpd.ActWtTrendR Documentation

sfpd.ActWtTrend

Description

<h> factor

Usage

sfpd.ActWtTrend(x, y, n, w, h)

Arguments

x

= a matrix/data frame (flows)

y

= a matrix/data frame (holdings)

n

= a matrix/data frame (FundHistory)

w

= a flowdate

h

= a variable vector (ActWtTrend/ActWtDiff/ActWtDiff2)

See Also

Other sfpd: sfpd.AllocMo, sfpd.AllocSkew, sfpd.FloDollar, sfpd.FloMo.underlying, sfpd.FloMo, sfpd.FloTrend.holdings, sfpd.FloTrend.parameterize.wrapper, sfpd.FloTrend.parameterize, sfpd.FloTrend.underlying, sfpd.FloTrend, sfpd.Flow, sfpd.Holdings, sfpd.ION, sfpd.Wt, sfpd.filter


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