charts.RollingPerformance

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

number of periods to apply rolling function over

width

risk free rate, in same period as your returns

set the chart title, same as in <code>plot</code>

main

TRUE/FALSE, whether to keep alignment caused by NA's

trim

TRUE/FALSE whether or not to display lines and labels for historical market shock events

event.labels

A wrapper to create a rolling annualized returns chart, rolling annualized standard deviation chart, and a rolling annualized sharpe ratio chart.

multivariate

models

hplot

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.

charts.RollingPerformance: rolling performance chart

Description

Usage

Arguments

Value

See Also