LIHNPSD_prepare_data: Prepare the data set object from log-return series
In LIHNPSD: Poisson Subordinated Distribution
Description
Usage
Arguments
Value
See Also
Description
Prepare the data set object from log-return series
Usage
1
LIHNPSD_prepare_data(logr, breaks, merge_tails)
Arguments
logr
The log-return series
breaks
Breaks for histogram
merge_tails
Specify the numbers of data points to merge in both tails when processing histogram
Value
logr
The log-return series from the input
N
The length of logr
breaks
Breaks specified from the input
merge_tails
merge_tails from the input
stats
The descriptive statistics of logr:
c(mean(logr), sqrt(var(logr)), skewness(logr), kurtosis(logr) - 3)
h
The histogram of logr
hq
The tail-merged histogram
See Also
LIHNPSD documentation built on May 2, 2019, 9:12 a.m.
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Description Usage Arguments Value See Also
Description
Prepare the data set object from log-return series
Usage
1 | LIHNPSD_prepare_data(logr, breaks, merge_tails)
|
Arguments
logr |
The log-return series |
breaks |
Breaks for histogram |
merge_tails |
Specify the numbers of data points to merge in both tails when processing histogram |
Value
logr |
The log-return series from the input |
N |
The length of |
breaks |
Breaks specified from the input |
merge_tails |
|
stats |
The descriptive statistics of |
h |
The histogram of |
hq |
The tail-merged histogram |
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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