disposition_effect {dispositionEffect}  R Documentation 
Compute the disposition effect and the disposition difference.
disposition_effect(realized_gains, paper_gains, realized_losses, paper_losses)
disposition_difference(gains, losses)
disposition_compute(
gainslosses,
dispdiff_value = FALSE,
aggregate_fun = NULL,
...
)
disposition_compute_ts(gainslosses, aggregate_fun = NULL, ...)
disposition_summary(gainslosses, dispdiff_value = FALSE)
disposition_summary_ts(de_timeseries)
realized_gains 
Numeric vector (or scalar) containing realized gains values. 
paper_gains 
Numeric vector (or scalar) containing paper gains values. 
realized_losses 
Numeric vector (or scalar) containing realized losses values. 
paper_losses 
Numeric vector (or scalar) containing paper losses values. 
gains 
Numeric vector (or scalar) containing gains. 
losses 
Numeric vector (or scalar) containing losses. 
gainslosses 
Data frame, the portfolio of the investor containing the
realized and paper gains and losses results (as those obtained via

dispdiff_value 
Logical, if TRUE the disposition difference on the "value" method is computed. Default to disposition effect (FALSE). 
aggregate_fun 
Function to use to aggregate results.
Default to 
... 
Further arguments to be passed to the aggregate function. 
de_timeseries 
Data frame, the time series of disposition effects. 
The disposition effect is defined as
DE = (Realized Gain / (Realized Gain  Paper Gain)) 
(Realized Loss / (Realized Loss + Paper Loss))
The disposition difference is defined as
DD = Realized Gain  Realized Loss
or
DD = Paper Gain  Paper Loss
Numeric vector (or scalar) with the value(s) of disposition effect(s) or disposition difference(s).
disposition_effect
: Compute the disposition effect
disposition_difference
: Compute the disposition difference
disposition_compute
: Compute the disposition effect directly on
the investor's portfolio containing realized and paper gains and losses
results.
disposition_compute_ts
: Compute the time series disposition effect
on the gains and losses results.
disposition_summary
: Wrapper that returns the most important
summary statistics related to the disposition effect.
disposition_summary_ts
: Wrapper that returns the most important
summary statistics related to the time series disposition effect.