apply.fromstart

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

any function that can be evaluated using a
  single set of returns (e.g., rolling beta won't work, but
  <code><a href="/link/Return.annualized?package=PerformanceAnalytics&version=1.1.0" rd-options="" data-mini-rdoc="PerformanceAnalytics::Return.annualized">Return.annualized</a></code> will)

the number of data points from the beginning
  of the series required to <dquote>train</dquote> the calculation

A function to calculate a function over an expanding
  window from the start of the timeseries.  This wrapper
  allows easy calculation of <dquote>from inception</dquote>
  statistics.

multivariate

models

distribution

Collection of econometric functions for performance and
        risk analysis. This package aims to aid practitioners and
        researchers in utilizing the latest research in analysis of
        non-normal return streams.  In general, it is most tested on
        return (rather than price) data on a regular scale, but most
        functions will work with irregular return data as well, and
        increasing numbers of functions will work with P&L or price
        data where possible.

apply.fromstart: calculate a function over an expanding window always starting from the beginning of the series

Description

Usage

Arguments

See Also

Examples