ecd.fit_data: Sample data fit

In ecd: Elliptic Lambda Distribution and Option Pricing Model

Sample data fit

Description

Fitting sample data to ecd with a starting set of parameters. This is the highest level wrapper of the fitting routine.

Usage

ecd.fit_data(
  symbol = "dji",
  iter = 1000,
  FIT = FALSE,
  EPS = FALSE,
  conf_file = "conf/ecd-fit-conf.yml",
  eps_file = NULL,
  qa.fit = FALSE
)

Arguments

symbol	Character. The symbol of sample data. Default: dji.
iter	A length-one numeric. Number of maximum iterations. Default: 1000.
FIT	Logical, indicating whether to call linear regression, default = FALSE
EPS	Logical, indicating whether to save the plot to EPS, default = FALSE
conf_file	File name fof symbol config, default to conf/ecd-fit-conf.yml
eps_file	File name for eps output
qa.fit	Logical, qa the standardfit_fn once.

Value

Final ecd object

Examples

## Not run: 
dji <- ecd.fit_data("dji", FIT=T)

## End(Not run)

ecd documentation built on May 10, 2022, 1:07 a.m.