sfpd.AllocMo: sfpd.AllocMo
In vsrimurthy/EPFR: EPFR Quantitative Research Environment
sfpd.AllocMo R Documentation
sfpd.AllocMo
Description
<w> factor
Usage
sfpd.AllocMo(x, y, n, w)
Arguments
x
= a matrix/data frame (holdings)
y
= a matrix/data frame (prior holdings)
n
= a matrix/data frame (security history)
w
= a variable (AllocMo/AllocTrend/AllocDiff)
See Also
Other sfpd: sfpd.ActWtTrend,
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.
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.
| sfpd.AllocMo | R Documentation |
sfpd.AllocMo
Description
<w> factor
Usage
sfpd.AllocMo(x, y, n, w)
Arguments
x |
= a matrix/data frame (holdings) |
y |
= a matrix/data frame (prior holdings) |
n |
= a matrix/data frame (security history) |
w |
= a variable (AllocMo/AllocTrend/AllocDiff) |
See Also
Other sfpd: sfpd.ActWtTrend,
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
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.