Description Usage Arguments Details Value Methods Author(s) See Also Examples
Calculation of a right ended weighted moving average with weights
according to weights
.
1 |
y |
Objects of classes: numeric, matrix, data.frame, ts, mts, and timeSeries are supported. |
weights |
Numeric, a vector containing the weights. |
trim |
Logical, if |
If the sum of the weights is greater than unity, a warning is issued.
An object of the same class as y
, containing the computed
weighted moving averages.
The calculation is applied per column of the data.frame and only if all columns are numeric.
The calculation is applied per column of the matrix.
The calculation is applied per column of the mts object. The attributes are preserved and an object of the same class is returned.
Calculation of the es trend.
The calculation is applied per column of the timeSeries object and an object of the same class is returned.
Calculation of the es trend. The attributes are preserved and an object of the same class is returned.
Calculation of the es trend. The attributes are preserved and an object of the same class is returned.
Calculation of the es trend. The attributes are preserved and an object of the same class is returned.
Bernhard Pfaff
filter
, trdbilson
,
trdbinary
, trdhp
,
trdes
, trdsma
,
capser
1 2 3 4 | data(StockIndex)
y <- StockIndex[, "SP500"]
wma <- trdwma(y, weights = c(0.4, 0.3, 0.2, 0.1))
head(wma, 30)
|
Loading required package: cccp
Loading required package: Rglpk
Loading required package: slam
Using the GLPK callable library version 4.52
Loading required package: timeSeries
Loading required package: timeDate
Financial Risk Modelling and Portfolio Optimisation with R (version 0.4-1)
[1] NA NA NA 391.205 384.938 395.898 402.343 408.264 408.556
[10] 410.505 412.633 411.220 416.691 416.362 417.228 418.201 423.188 430.449
[19] 435.296 439.885 445.320 444.131 446.805 448.474 448.468 454.988 457.319
[28] 462.336 463.207 465.452
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