FLEWMA: 'FLEWMA' performs Exponentially Weighted Moving Average on...
In Fuzzy-Logix/AdapteR: Converts R syntax to SQL to provide fast analytics using in-database C++ library DB Lytix.
Description
Usage
Arguments
Value
Examples
Description
The DB Lytix function called is FLEWMAUdt. Performs volatility based on most recent volatility and the most recent return (change) in a times series.
stores the results in data frame.
Usage
1
Arguments
data
An object of class FLVector.
ValueType
Is the input actual time series values or changes
(deltas/Returns)?The degree of the difference operator.
Value
FLEWMA returns a data.frame
Examples
1
2
3
rv <- sqlQuery(connection, "SELECT stockreturn as stockreturn FROM finstockreturns WHERE TICKERID =3")
flv <- as.FL(rv$stockreturn)
FLEWMA(flv)
Fuzzy-Logix/AdapteR documentation built on May 6, 2019, 5:07 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value Examples
Description
The DB Lytix function called is FLEWMAUdt. Performs volatility based on most recent volatility and the most recent return (change) in a times series. stores the results in data frame.
Usage
1 |
Arguments
data |
An object of class FLVector. |
ValueType |
Is the input actual time series values or changes (deltas/Returns)?The degree of the difference operator. |
Value
FLEWMA returns a data.frame
Examples
1 2 3 | rv <- sqlQuery(connection, "SELECT stockreturn as stockreturn FROM finstockreturns WHERE TICKERID =3")
flv <- as.FL(rv$stockreturn)
FLEWMA(flv)
|
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.