bootStdDev: Bootstrap StdDev
In GARPFRM: Global Association of Risk Professionals: Financial Risk Manager
Description
Usage
Arguments
Author(s)
See Also
Examples
Description
Bootstrap the StdDev of an xts object or matrix of asset returns
Usage
1
bootStdDev(R, ..., replications = 1000)
Arguments
R
xts object or matrix of asset returns
replications
number of bootstrap replications.
...
passthrough parameters to StdDev
Author(s)
Ross Bennett
See Also
Examples
1
2
3
4
data(crsp_weekly)
R <- largecap_weekly[,1:4]
bootStdDev(R[,1])
bootStdDev(R)
GARPFRM documentation built on May 2, 2019, 5:45 p.m.
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Description Usage Arguments Author(s) See Also Examples
Description
Bootstrap the StdDev of an xts object or matrix of asset returns
Usage
1 | bootStdDev(R, ..., replications = 1000)
|
Arguments
R |
xts object or matrix of asset returns |
replications |
number of bootstrap replications. |
... |
passthrough parameters to |
Author(s)
Ross Bennett
See Also
Examples
1 2 3 4 | data(crsp_weekly)
R <- largecap_weekly[,1:4]
bootStdDev(R[,1])
bootStdDev(R)
|
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.
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