estimator_defaultSettings: Estimator Default Settings

In PortfolioEffectEstim: High Frequency Price Estimators by PortfolioEffect

Description

Advanced settings that regulate how estimator metrics are computed, returned and stored. Default: jumpsModel = "moments", resultsSamplingInterval = "1s", inputSamplingInterval="none"

Usage

estimator_defaultSettings(estimator)

Arguments

estimator

Estimator object created using estimator_create( ) function

Value

Void

Author(s)

Kostin Andrey <[e-mail]>

See Also

estimator_create estimator_getSettings

Examples

## Not run: 
data(spy.data) 
estimator=estimator_create(priceData=spy.data)
estimator_settings(estimator,
				   inputSamplingInterval = '10s',
				   resultsSamplingInterval = '10s')
estimator_getSettings(estimator)
estimator_defaultSettings(estimator)
estimator_getSettings(estimator)

## End(Not run)

PortfolioEffectEstim documentation built on May 2, 2019, 8:50 a.m.