Frequency of the return distribution
Gives the period of the return distribution (ie 12 if monthly return, 4 if quarterly return)
Frequency(R, ...)
R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
... |
any other passthru parameters |
Matthieu Lestel
data(portfolio_bacon) print(Frequency(portfolio_bacon[,1])) #expected 12 data(managers) print(Frequency(managers['1996',1:5]))
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