paper_compute {dispositionEffect}  R Documentation 
Papers' estimation
Description
Compute paper gains and paper losses as either simple counts, total quantities, expected returns and financial duration.
Usage
paper_count(
portfolio_quantity,
portfolio_price,
market_price,
allow_short = TRUE
)
paper_total(
portfolio_quantity,
portfolio_price,
market_price,
allow_short = TRUE
)
paper_value(
portfolio_quantity,
portfolio_price,
market_price,
allow_short = TRUE
)
paper_duration(
portfolio_quantity,
portfolio_price,
market_price,
datetime_difference = NULL,
previous_datetime = NULL,
transaction_datetime = NULL,
allow_short = TRUE
)
paper_compute(
portfolio_quantity,
portfolio_price,
market_price,
previous_datetime,
transaction_datetime,
assets,
allow_short = TRUE,
method = "all"
)
Arguments
portfolio_quantity 
Numeric vector. The portfolio quantities of assets into the investor's portfolio. 
portfolio_price 
Numeric vector. The portfolio prices of assets into the investor's portfolio. 
market_price 
Numeric vector. The market prices of assets into the investor's portfolio. 
allow_short 
Logical. If TRUE short positions are allowed, otherwise only long positions are allowed. 
datetime_difference 
Numeric value of time difference between the previous_datetime
and the transaction_datetime, computed through 
previous_datetime 
POSIXct value. The datetime of the last transaction performed by the investor. 
transaction_datetime 
POSIXct value. The datetime at which the transaction is going to occur. 
assets 
Character vector. The name of assets into the investor's portfolio but the traded asset. 
method 
Character string. The method used to compute papers. Allowed values are "count", "total", "value", "duration" and "all". 
Value
The described functions have different return behaviors

paper_compute
returns a data frame containing the values of paper gains and paper losses computed by means of the chosen method on each portfolio assets. 
paper_count
returns a named vector containing the values of paper gains and paper losses computed using the count method. 
paper_total
returns a named vector containing the values of paper gains and paper losses computed using the total method. 
paper_value
returns a named vector containing the values of paper gains and paper losses computed using the value method. 
paper_duration
returns a named vector containing the values of paper gains and paper losses computed using the duration method.
In particular:

RG_"method"
contains Realized Gains results 
RL_"method"
contains Realized Losses results 
PG_"method"
contains Paper Gains results 
PL_"method"
contains Paper Losses results
Functions

paper_count
: Computation of paper gains and paper losses as simple counts (default method). 
paper_total
: Computation of paper gains and paper losses as total quantity of assets. 
paper_value
: Computation of paper gains and paper losses as expected return of assets. 
paper_duration
: Computation of paper gains and paper losses as financial duration. 
paper_compute
: Wrapper that calls other paper_. functions to compute paper gains and paper losses based on the chosen method.
See Also
realized_compute
, gains_losses