Description Usage Arguments Details Value
Simulates a matrix consisting of synthetic data for daily buys and sells
1  simulateBS(param, ndays)

param 
numeric: (named) vector of model parameters
(valid names: 
ndays 
integer: Number of trading days for which aggregated buys and sells are simulated, defaults to 60 
If names are not set for param
or one or more of the vector names do not match the valid choices, they are internally set to
'alpha'
, 'delta'
, 'epsilon_b'
, 'epsilon_s'
, 'mu'
(in this order).
numeric: Matrix with ndays
rows and two columns which are named 'Buys'
and 'Sells'
.
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