weightsPropMatrix: weightsPropMatrix
In 3schwartz/IPAmomentumSmallMidCap:
Description
Returns weights given t-statistics and a confidence level
Arguments
x
A numeric matrix of t-statistics
cf
double confidence level
k
int lockback period
3schwartz/IPAmomentumSmallMidCap documentation built on May 15, 2019, 12:50 p.m.
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Description
Returns weights given t-statistics and a confidence level
Arguments
x |
A numeric matrix of t-statistics |
cf |
double confidence level |
k |
int lockback period |
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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