fitVIX: fitVIX - Fit a basic statistical model to VIX data
In GarvinK/vixr: Replication of intrada VIX quotes
Description
Usage
Arguments
Value
See Also
Examples
Description
fitVIX - Fit a basic statistical model to VIX data
Usage
1
Arguments
Data
A VIX object (returned by vix_calc())
fit_type
The type of model required, either linear regression (lm), loess (loess), or smoothing spline (smooth.spline)
Value
Returns a list of class fitVIX which includes the model details as well as fit type used
See Also
Examples
1
2
SampleData <- data.frame('VIX' = runif(450, 9, 9.7))
fitVIX(SampleData, fit_type = 'smooth.spline')
GarvinK/vixr documentation built on May 16, 2019, 7:26 a.m.
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Description Usage Arguments Value See Also Examples
Description
fitVIX - Fit a basic statistical model to VIX data
Usage
1 |
Arguments
Data |
A VIX object (returned by vix_calc()) |
fit_type |
The type of model required, either linear regression ( |
Value
Returns a list of class fitVIX which includes the model details as well as fit type used
See Also
Examples
1 2 | SampleData <- data.frame('VIX' = runif(450, 9, 9.7))
fitVIX(SampleData, fit_type = 'smooth.spline')
|
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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