get_chain_index_df: Get chained index df and splice information

get_chain_index_dfR Documentation

Get chained index df and splice information

Description

Take output of get_index_list chain the windows together to produce a continuous time series of indexes

Usage

get_chain_index_df(index_list, window_length, chain_method)

multilateral documentation built on April 20, 2022, 9:06 a.m.