powpriors130513: Example priors at trading date 2015-05-13
In etrm: Energy Trading and Risk Management
Description
An example of two simple priors for forward market price to be used with powfutures130513
Usage
1
Format
A data frame with 3885 rows and 3 columns:
- Date
vector of dates ranging from 2013-05-13 to final end date of contracts in powfutures130513
- trig.prior
a simple smooth trigonometric prior describing power price seasonality
- mod.prior
a trigonometric prior adjusted for typical calendar effects
etrm documentation built on June 23, 2021, 9:09 a.m.
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Description
An example of two simple priors for forward market price to be used with powfutures130513
Usage
1 |
Format
A data frame with 3885 rows and 3 columns:
- Date
vector of dates ranging from 2013-05-13 to final end date of contracts in powfutures130513
- trig.prior
a simple smooth trigonometric prior describing power price seasonality
- mod.prior
a trigonometric prior adjusted for typical calendar effects
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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