apply.fromstart

A function to calculate a function over an expanding window from the start
of the timeseries. This wrapper allows easy calculation of &#8220;from
inception&#8221; statistics.

PerformanceAnalytics

apply.fromstart function

<dl><dt>R</dt>
<dd>an xts, vector, matrix, data frame, timeSeries or zoo object of
asset returns</dd>
<dt>FUN</dt>
<dd>any function that can be evaluated using a single set of returns
(e.g., rolling beta won't work, but <code>Return.annualized</code> will)</dd>
<dt>gap</dt>
<dd>the number of data points from the beginning of the series
required to &#8220;train&#8221; the calculation</dd>
<dt>...</dt>
<dd>any other passthru parameters</dd></dl>

Arguments

Author

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

<dl>

<dt>R</dt>
<dd>an xts, vector, matrix, data frame, timeSeries or zoo object of
asset returns</dd>


<dt>FUN</dt>
<dd>any function that can be evaluated using a single set of returns
(e.g., rolling beta won't work, but <code>Return.annualized</code> will)</dd>


<dt>gap</dt>
<dd>the number of data points from the beginning of the series
required to &#8220;train&#8221; the calculation</dd>


<dt>...</dt>
<dd>any other passthru parameters</dd>

</dl>

State of Data and AI Literacy Report 2025

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

Description

Usage

Arguments

Author

See Also

Examples