psdmagnitude: A simplistic algorithm of estimating magnitude of shock
In LIHNPSD: Poisson Subordinated Distribution
Description
Usage
Arguments
Value
Description
A simplistic algorithm of estimating magnitude of shock
Usage
1
psdmagnitude(d, r, step=0.1)
Arguments
d
A fully specified PSD S3 object
r
Log-return of the day
step
Fractional k step for the precision of the estimate, default is 0.1.
Value
Estimated k magnitude
LIHNPSD documentation built on May 2, 2019, 9:12 a.m.
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Description Usage Arguments Value
Description
A simplistic algorithm of estimating magnitude of shock
Usage
1 | psdmagnitude(d, r, step=0.1)
|
Arguments
d |
A fully specified PSD S3 object |
r |
Log-return of the day |
step |
Fractional k step for the precision of the estimate, default is 0.1. |
Value
Estimated k magnitude
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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