Selector: Risk distributer

In Bjerring/rispackage4: RIS alpha

Usage

Selector(data, risk, Cno)

Arguments

data
risk
Cno

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (data, risk, Cno) 
{
    if (dim(data)[1] > round(dim(data)[2] * 2)) {
        tmp <- data[(dim(data)[1] - round(dim(data)[2] * 3)):dim(data)[1], 
            ]
        data <- tmp
    }
    if (risk == "Low") {
        results <- Feature.Sharpe(data, Cno)
    }
    if (risk == "Medium") {
        results <- Feature.MAX(data, Cno)
    }
    if (risk == "High") {
        results <- Feature.LM(data, Cno)
    }
    return(results)
  }

Bjerring/rispackage4 documentation built on May 6, 2019, 7:56 a.m.