bb.summary.stat: Prints out the summary statistics 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 summary statistics of bull-bear states. The outcome of this function is a table in LaTeX format.

1	bb.summary.stat(price, bull)

`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`.

A data frame that contains the descriptive statistics.

{
library(zoo)
library(xtable)
library(ggplot2)
sp500 <- sp500m # choose the 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.summary.stat(price, bull)
}