trailingFUN {PortfolioAnalytics} | R Documentation |
apply a function over a configurable trailing period
Description
this function is primarily designed for use with portfolio functions passing 'x' or 'R' and weights, but may be usable for other things as well, see Example for a vector example.
Usage
trailingFUN(R, weights, n = 0, FUN, FUNargs = NULL, ...)
Arguments
R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
weights |
a vector of weights to test |
n |
numeric number of trailing periods |
FUN |
string describing the function to be called |
FUNargs |
list describing any additional arguments |
... |
any other passthru parameters |
Details
called with e.g.
trailingFUN(seq(1:100), weights=NULL, n=12, FUN='mean',FUNargs=list())
[Package PortfolioAnalytics version 2.0.0 Index]