table.Stats {PerformanceAnalytics}R Documentation

Returns Summary: Statistics and Stylized Facts

Description

Returns a basic set of statistics that match the period of the data passed in (e.g., monthly returns will get monthly statistics, daily will be daily stats, and so on)

Usage

table.Stats(R, ci = 0.95, digits = 4)

Arguments

R an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
ci confidence interval, defaults to 95%
digits number of digits to round results to

Details

This was created as a way to display a set of related statistics together for comparison across a set of instruments or funds. Careful consideration to missing data or unequal time series should be given when intepreting the results.

Value

Data frame of columns named to the columns of the data passed in, and rows names for the calculated statistics calculated.

Author(s)

Peter Carl

Examples

data(edhec)
table.Stats(edhec[,1:3])
t(table.Stats(edhec))
[Package PerformanceAnalytics version 0.9.9-5 Index]