apply.fromstart: calculate a function over an expanding window always starting from the beginning of the series
Description
A function to calculate a function over an expanding window from the start of the timeseries. This wrapper allows easy calculation of from inception statistics.
Usage
apply.fromstart(R, FUN = "mean" , gap = 1, ...)
Arguments
R
a vector, matrix, data frame, timeSeries or zoo object of asset returns
FUN
any function that can be evaluated using a single set of returns (e.g., rolling beta won't work, but Return.annualized will)
gap
the number of data points from the beginning of the series required to train the calculation
...
any other passthru parameters
Value
A timeseries in a zoo object of the calculation results