trailingFUN

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

weights

numeric number of trailing periods

string describing the function to be called

list describing any additional arguments

FUNargs

&#8230;

this function is primarily designed for use with portfolio functions passing 
'x' or 'R' and weights, but may be usable for other things as well, see Example for a vector example.

Portfolio optimization and analysis routines and graphics.

Brian G Peterson

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization
of Portfolios

Peter Carl

Kris Boudt

Ross Bennett

Hezky Varon

Guy Yollin

R. Douglas Martin

trailingFUN function

<dl><dt>R</dt>
<dd>an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns</dd>
<dt>weights</dt>
<dd>a vector of weights to test</dd>
<dt>n</dt>
<dd>numeric number of trailing periods</dd>
<dt>FUN</dt>
<dd>string describing the function to be called</dd>
<dt>FUNargs</dt>
<dd>list describing any additional arguments</dd>
<dt>...</dt>
<dd>any other passthru parameters</dd></dl>

Arguments

apply a function over a configurable trailing period — trailingFUN

<dl>

<dt>R</dt>
<dd>an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns</dd>


<dt>weights</dt>
<dd>a vector of weights to test</dd>


<dt>n</dt>
<dd>numeric number of trailing periods</dd>


<dt>FUN</dt>
<dd>string describing the function to be called</dd>


<dt>FUNargs</dt>
<dd>list describing any additional arguments</dd>


<dt>...</dt>
<dd>any other passthru parameters</dd>

</dl>

trailingFUN: apply a function over a configurable trailing period

Description

Usage

Arguments

Details