summ.multi: summ.multi

summ.multiR Documentation

summ.multi

Description

summarizes the multi-period back test

Usage

summ.multi(fcn, x, y)

Arguments

fcn

= a function (summary)

x

= a matrix/data frame (bin returns)

y

= a positive integer (return window in days/months)


vsrimurthy/EPFR documentation built on April 10, 2024, 10:10 p.m.