Description Usage Arguments Value Author(s) See Also Examples
Advanced settings that regulate how estimator metrics are computed, returned and stored. Default: jumpsModel = "moments", resultsSamplingInterval = "1s", inputSamplingInterval="none"
1 | estimator_settings(estimator,...)
|
estimator |
Estimator object created using estimator_create( ) function |
... |
One of the following estimator settings: |
Void
Kostin Andrey <andrey.kostin@portfolioeffect.com>
estimator_create
estimator_getSettings
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | ## Not run:
data(spy.data)
estimator=estimator_create(priceData=spy.data)
estimator_settings(estimator,
inputSamplingInterval = '10s',
resultsSamplingInterval = '10s')
util_plot2d(variance_mrv(estimator),title="MRV")
dateStart = "2014-11-17 09:30:00"
dateEnd = "2014-11-17 16:00:00"
estimator=estimator_create('AAPL',dateStart,dateEnd)
estimator_settings(estimator,
resultsSamplingInterval = '10s')
util_plot2d(variance_mrv(estimator),title="MRV")
## End(Not run)
|
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