Displaying 2 results from an estimated 2 matches for "calendarreturn".
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calendarreturns
2008 Jan 01
0
PerformanceAnalytics version 0.9.6 released to CRAN
...A low number indicates low liquidity risk. A number
trending towards one indicates a higher liquidity risk.
table.Autocorrelation
Produces data table of autocorrelation coefficients rho and
corresponding Q(6)-statistic for each column in return series.
table.CalendarReturns
Returns a table of returns formatted with years in rows, months
in columns, and a total column in the last column.
For additional columns, annual returns will be appended.
Significantly Changed Functions:
chart.Boxplot
Added the ability to more completely...
2008 Jan 01
0
PerformanceAnalytics version 0.9.6 released to CRAN
...A low number indicates low liquidity risk. A number
trending towards one indicates a higher liquidity risk.
table.Autocorrelation
Produces data table of autocorrelation coefficients rho and
corresponding Q(6)-statistic for each column in return series.
table.CalendarReturns
Returns a table of returns formatted with years in rows, months
in columns, and a total column in the last column.
For additional columns, annual returns will be appended.
Significantly Changed Functions:
chart.Boxplot
Added the ability to more completely...