StdDev {PerformanceAnalytics} | R Documentation |
Standard Deviation of Monthly Returns
std = sqrt(var(Ra))
May be annualized using StdDev.annualized
StdDev(Ra)
Ra |
a vector, matrix, data frame, timeSeries or zoo object of asset returns |
standard deviation
This function is really just a wrapper. It exists because there are several examples for R, S-Plus, and other languages that call standard deviation StdDev, std, or sd. This makes things a little easier to port and reuse.
Brian G. Peterson