cummax.column

a vector, matrix, data frame, timeSeries or zoo object of asset returns

na.rm

wrapper to calculate cummax on all columns in a matrix

multivariate

models

distribution

Library of econometric functions for performance and risk analysis. This library aims to aid practitioners and researchers in utilizing the latest research in analysis of non-normal return streams.  In general, this library is most tested on return (rather than price) data on a monthly scale, but most functions will work with daily or irregular return data as well.

cummax.column: wrapper to calculate cummax on all columns in a matrix

Description

Usage

Arguments

Value

See Also