Here's the deal (and yes I am new to Tableau (10.5)).
I want user to select an Investment (Fund) and 2 different benchmarks (BM1 & BM2).
I also want the user to select date range over which the analysis will be conducts.
Here's what needs to be done:
1 - create standard deviation for each Performance vector using R (Fund, BM1 and BM2) --> DONE!
2 - Calculate correlation coefficient, Beta,etc. for Fund Vs Benchmarks ie. correlation between Fund vs BM1 and correlation between Fund Vs BM2.
To do this, I need to be able to specify that both arguments use Max(Performance), However, be able to link it to fund and Benchmarks.
Something like this ---->SCRIPT_REAL("cor(.arg1, arg1)",(MAX([Performance]) of Fund, MAX([Performance]) of BM1,)). Obviously, that is wrong.
I need to be able to show comparative statistics for fund vs chosen BM1 and BM2 so I need to not only run correlation but other statistical measures as well that I cannot do in Tableau.
Can someone please help me with this. I cannot share the data but please see screenshot.