run_filtering_alg: Runs the filtering algorithm to identify Bull and Bear states
In bbdetection: Identification of Bull and Bear States of the Market
Description
Usage
Arguments
Value
Note
References
Description
This function implements the filtering algorithm of Lunde and Timmermann (2004) to identify Bull and Bear states
Usage
1
run_filtering_alg(index)
Arguments
index
vector containing the stock price index
Value
A logical vector that contains TRUE for Bull states and FALSE for Bear states
Note
Be aware that the states in the beginning and in the end of "index" are not properly defined
References
Lunde, A. and Timmermann, A. (2004). Duration Dependence in Stock Prices: An Analysis
of Bull and Bear Markets. Journal of Business and Economic Statistics, 22 (3), 253-273.
bbdetection documentation built on April 1, 2021, 5:06 p.m.
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.
Description Usage Arguments Value Note References
Description
This function implements the filtering algorithm of Lunde and Timmermann (2004) to identify Bull and Bear states
Usage
1 | run_filtering_alg(index)
|
Arguments
index |
vector containing the stock price index |
Value
A logical vector that contains TRUE for Bull states and FALSE for Bear states
Note
Be aware that the states in the beginning and in the end of "index" are not properly defined
References
Lunde, A. and Timmermann, A. (2004). Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets. Journal of Business and Economic Statistics, 22 (3), 253-273.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.