portf_stats: Summary statistics for portfolio(s)
In ylwpaopao/cnquant: Quantitative Analysis Tools in Chinese Stock Market
Description
Usage
Arguments
Value
Description
Summary statistics for portfolio(s)
Usage
1
portf_stats(Ra, Rb = Ra[, ncol(Ra)], scale = NA, lang = "CHN")
Arguments
Ra
An xts object of portfolio return.
Rb
An xts object of benchmark return.
scale
Number of period per year.
lang
Value
A statistic matrix.
ylwpaopao/cnquant documentation built on Dec. 2, 2019, 10:39 p.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.
Description Usage Arguments Value
Description
Summary statistics for portfolio(s)
Usage
1 | portf_stats(Ra, Rb = Ra[, ncol(Ra)], scale = NA, lang = "CHN")
|
Arguments
Ra |
An xts object of portfolio return. |
Rb |
An xts object of benchmark return. |
scale |
Number of period per year. |
lang |
Value
A statistic matrix.
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.