setpar_filtering_alg: Sets the paramters of the filtering algorithm
In bbdetection: Identification of Bull and Bear States of the Market
Description
Usage
Arguments
Value
References
Description
This function sets the paramters of the filtering algorithm of Lunde and Timmermann (2004)
Usage
1
setpar_filtering_alg(tr_bull, tr_bear)
Arguments
tr_bull
threshold to idenitfy a Bull state (in percentages)
tr_bear
threshold to idenitfy a Bear state (in percentages)
Value
None
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.
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Description Usage Arguments Value References
Description
This function sets the paramters of the filtering algorithm of Lunde and Timmermann (2004)
Usage
1 | setpar_filtering_alg(tr_bull, tr_bear)
|
Arguments
tr_bull |
threshold to idenitfy a Bull state (in percentages) |
tr_bear |
threshold to idenitfy a Bear state (in percentages) |
Value
None
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.
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