apply.fromstart

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

any function that can be evaluated using a single set of returns (e.g., rolling beta won't work, but <code><a href="/link/Return.annualized?package=PerformanceAnalytics&version=1.0.4.4" rd-options="" data-mini-rdoc="PerformanceAnalytics::Return.annualized">Return.annualized</a></code> will)

the number of data points from the beginning of the series required to <dquote>train</dquote> the calculation

A function to calculate a function over an expanding window from the start of the timeseries.  This wrapper allows easy calculation of <dquote>from inception</dquote> statistics.

multivariate

models

distribution

Collection of econometric functions for performance and
        risk analysis. This package aims to aid practitioners and
        researchers in utilizing the latest research in analysis of
        non-normal return streams.  In general, it is most tested on
        return (rather than price) data on a regular scale, but most
        functions will work with irregular return data as well, and
        increasing numbers of functions will work with P&L or price
        data where possible.

Brian G Peterson

PerformanceAnalytics

Econometric tools for performance and risk analysis.

apply.fromstart function

<ul><li>inception</li><li>from inception</li></ul>

apply.fromstart: calculate a function over an expanding window always starting from the beginning of the series

Description

Usage

Arguments

concept

See Also

Examples