\HeaderA{table.TrailingPeriods}{Rolling Periods Summary: Statistics and Stylized Facts}{table.TrailingPeriods}
\aliasA{table.RollingPeriods}{table.TrailingPeriods}{table.RollingPeriods}
\aliasA{table.TrailingPeriodsRel}{table.TrailingPeriods}{table.TrailingPeriodsRel}
\keyword{ts}{table.TrailingPeriods}
\keyword{multivariate}{table.TrailingPeriods}
\keyword{distribution}{table.TrailingPeriods}
\keyword{models}{table.TrailingPeriods}
\begin{Description}\relax
A table of estimates of rolling period return measures
\end{Description}
\begin{Usage}
\begin{verbatim}
table.TrailingPeriods(R,  periods = subset(c(12,36,60), c(12,36,60)
< length(as.matrix(R[,1]))), FUNCS=c("mean","sd"), funcs.names = c("Average", "Std Dev"), digits = 4, ...)
table.TrailingPeriodsRel(R, Rb, periods = subset(c(12,36,60), c(12,36,60)
< length(as.matrix(R[,1]))), FUNCS=c("cor","CAPM.beta"), funcs.names = c("Correlation", "Beta"), digits = 4, ...)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{R}] an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns 
\item[\code{Rb}] an xts, vector, matrix, data frame, timeSeries or zoo object of index, benchmark, portfolio, or secondary asset returns to compare against 
\item[\code{periods}] number of periods to use as rolling window(s), subset of \code{c(3, 6, 9, 12, 18, 24, 36, 48)} 
\item[\code{funcs.names}] vector of function names used for labeling table rows 
\item[\code{FUNCS}] list of functions to apply the rolling period to 
\item[\code{digits}] number of digits to round results to 
\item[\code{...}] any other passthru parameters for functions specified in FUNCS 
\end{ldescription}
\end{Arguments}
\begin{Value}
A table of estimates of rolling period return measures
\end{Value}
\begin{Author}\relax
Peter Carl
\end{Author}
\begin{SeeAlso}\relax
\code{\LinkA{rollapply}{rollapply}}
\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
data(edhec)
table.TrailingPeriods(edhec[,10:13], FUNCS=c("SharpeRatio","VaR"), funcs.names = c("Sharpe Ratio", "Modified VaR"), periods=c(12,24,36))
\end{ExampleCode}
\end{Examples}

