bb.dating.states: Prints out the dating of bull-bear states
In bbdetection: Identification of Bull and Bear States of the Market

Description Usage Arguments Value Examples

View source: R/Functions.r

This function prints out (in console window) the dating of bull-bear states. The outcome of this function is a table in LaTeX format.

1	bb.dating.states(price, bull, dates)

`price`	a numeric vector of price values
`bull`	a logical vector that contains the states of the market. This vector is returned by function `run_dating_alg` or `run_filtering_alg`.
`dates`	a vector of dates

A data frame object that contains the dating of bull-bear states.

{
library(zoo)
library(xtable)
library(ggplot2)
sp500 <- sp500m # choose the monthly data
dates <- index(sp500) # retrieve dates
dates <- as.yearmon(dates) # convert dates to "yearmon" format if monthly data
price <- as.vector(coredata(sp500)) # retrieve prices
setpar_dating_alg(4, 6, 4, 16, 20) # parameters for monthly data
bull <- run_dating_alg(price) # detect the states
bb.dating.states(price, bull, dates)
}