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PerformanceAnalytics (version 2.0.8)

Frequency: Frequency of the return distribution

Description

Gives the period of the return distribution (ie 12 if monthly return, 4 if quarterly return)

Usage

Frequency(R, ...)

Arguments

R

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

...

any other passthru parameters

Author

Matthieu Lestel

Examples

Run this code
data(portfolio_bacon)
print(Frequency(portfolio_bacon[,1])) #expected 12
data(managers)
print(Frequency(managers['1996',1:5]))

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