Displaying 2 results from an estimated 2 matches for "rollingfunction".
2008 Jan 01
0
PerformanceAnalytics version 0.9.6 released to CRAN
...and
easily replicated or ported to this package. We expect both of
these trends to continue in later releases. Hopefully, we have
properly credited the original authors and functions both in our
code and in the manual pages.
Deprecated Functions:
rollingCorrelation
rollingFunction
These functions have been replaced in our code by the use of
zoo's 'rollapply' function, and are no longer needed as
separate custom functions.
New Vignettes:
We have added as vignettes the presentations we gave on
PerformanceAnalytics at the R/RMet...
2008 Jan 01
0
PerformanceAnalytics version 0.9.6 released to CRAN
...and
easily replicated or ported to this package. We expect both of
these trends to continue in later releases. Hopefully, we have
properly credited the original authors and functions both in our
code and in the manual pages.
Deprecated Functions:
rollingCorrelation
rollingFunction
These functions have been replaced in our code by the use of
zoo's 'rollapply' function, and are no longer needed as
separate custom functions.
New Vignettes:
We have added as vignettes the presentations we gave on
PerformanceAnalytics at the R/RMet...