scatterFUN: Apply a risk or return function to asset returns
In PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
Description
Usage
Arguments
Author(s)
Description
This function is used to calculate risk or return metrics given a matrix of
asset returns and will be used for a risk-reward scatter plot of the assets
Usage
1
scatterFUN(R, FUN, arguments = NULL)
Arguments
R
xts object of asset returns
FUN
name of function
arguments
named list of arguments to FUN
Author(s)
Ross Bennett
PortfolioAnalytics documentation built on May 2, 2019, 6:12 p.m.
R Package Documentation
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Description Usage Arguments Author(s)
Description
This function is used to calculate risk or return metrics given a matrix of asset returns and will be used for a risk-reward scatter plot of the assets
Usage
1 | scatterFUN(R, FUN, arguments = NULL)
|
Arguments
R |
xts object of asset returns |
FUN |
name of function |
arguments |
named list of arguments to FUN |
Author(s)
Ross Bennett
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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