al1_scale: Rescale x such that sum(abs(x)) == a, column-wise.
In Inpirical/alphassess: Functions for Assessing Equities Trading Alpha-Signals
Description
Usage
Arguments
Value
Description
Rescale x such that sum(abs(x)) == a, column-wise.
Usage
1
al1_scale(x, a = 1)
Arguments
x
(xts) time series matrix.
a
(numeric) target sum(abs(.)) value of every column after scaling.
Value
(xts)
Inpirical/alphassess documentation built on May 26, 2019, 7:27 a.m.
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Description Usage Arguments Value
Description
Rescale x such that sum(abs(x)) == a, column-wise.
Usage
1 | al1_scale(x, a = 1)
|
Arguments
x |
(xts) time series matrix. |
a |
(numeric) target sum(abs(.)) value of every column after scaling. |
Value
(xts)
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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