ecd.fit_ts_conf: Timeseries fitting utility

In ecd: Elliptic Lambda Distribution and Option Pricing Model

Timeseries fitting utility

Description

Fitting timeseries with provided conf as starting set of parameters.

Usage

ecd.fit_ts_conf(
  ts,
  conf,
  iter = 1000,
  FIT = FALSE,
  EPS = FALSE,
  eps_file = NULL,
  qa.fit = FALSE
)

Arguments

ts	An xts object from either ecd.data or ecd.df2ts.
conf	A nested list object, the configuration.
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
eps_file	File name for eps output
qa.fit	Logical, qa the standardfit_fn once.

Value

Final ecd object

Examples

## Not run: 
d <- ecd.fit_ts_conf(ts, conf)

## End(Not run)

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