fg_findTurningPoints: Event Helpers : fg_findTurningPoints

In FinanceGraphs: Flexible Graphs for Analysis of Financial Data and Time Series

Event Helpers : fg_findTurningPoints

Description

Event Helpers : fg_findTurningPoints

Usage

fg_findTurningPoints(
  indta,
  rtn = "dates",
  method = "pctchg",
  npts = 10,
  pts_of_interest = "change",
  pctabovemin = 0.05,
  maxwindow = -1,
  addlast = FALSE,
  cpmmethod = "GLR",
  ...
)

Arguments

indta	Time series data.table with a date as the first column and a value series as the second column, or a prophet::prophet() object
rtn	string with what to return ('dates','data','all')
method	string describing method of finding Turning Points "pctchg" : (Default) Find npts largest percentage changes with a miniumum window between them "cpm" : Uaw cpm-package to find change points
npts	Number of change points to find
pts_of_interest	string in 'change' (default) or 'value'
pctabovemin	Minimum percentage change to look for.
maxwindow	Integer (default -1) which limits (if positive) the minimum number of observations between change points.
addlast	Logical (default: FALSE) to add an event with final observation.
cpmmethod	String (default: "GLM") passed to cpm::processStream()
...	Additional parameters passed to cpm-package

Value

data.table suitable for passing into fgts_dygraph() via the event_ds parameter

Examples

dta <-eqtypx[,.(date,QQQ,TLT)]
fgts_dygraph(dta,event_ds=fg_findTurningPoints(dta),title="With turningPoints")

FinanceGraphs documentation built on June 22, 2026, 5:08 p.m.