RTL (version 0.1.5)

promptBeta: promptBeta

Description

Returns betas of multiple xts prices (by using relative returns).

Usage

promptBeta(x = x, period = "all", betatype = "all", output = "chart")

Arguments

x

Wide dataframe with date column and multiple series columns (multivariate).

period

"all" or numeric period of time in last n periods.

betatype

"all" "bull" "bear".

output

"betas", "chart","stats"

Value

ggplot chart, df of betas or stats

Examples

# NOT RUN {
x <- dflong %>% dplyr::filter(grepl("CL",series))
x <- x %>% dplyr::mutate(series=readr::parse_number(series)) %>% dplyr::group_by(series)
x <- returns(df=x,retType="abs",period.return=1,spread=TRUE)
x <- rolladjust(x=x,commodityname=c("cmewti"),rolltype=c("Last.Trade"))
promptBeta(x=x,period="all",betatype="all",output="chart")
promptBeta(x=x,period="all",betatype="all",output="betas")
promptBeta(x=x,period="all",betatype="all",output="stats")
# }