sdRollCpp: sdRollCpp
In 3schwartz/cryptoPlay: CryptoPlaying (Title Case)
Description
Returns sd rolling over specified period
Returns weights given t-statistics and a confidence level
Arguments
x
A numeric vector
k
number of periods to take mean over
x
A numeric vector of t-statistics
cf
int confidence level
k
int lockback period
3schwartz/cryptoPlay documentation built on May 18, 2019, 2:33 a.m.
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Description
Returns sd rolling over specified period
Returns weights given t-statistics and a confidence level
Arguments
x |
A numeric vector |
k |
number of periods to take mean over |
x |
A numeric vector of t-statistics |
cf |
int 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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