ewmsd: ewmsd
In MislavSag/mlfinance: Machine learning in finance
Description
Usage
Arguments
Value
Examples
Description
Exponential moving average standard devation
Usage
1
ewmsd(y, alpha)
Arguments
y
prices
alpha
smoothing factor
Value
ewm standard devation
Examples
1
2
data("spy")
daily_volatility(subset(spy, select = c("index", "close")))
MislavSag/mlfinance documentation built on Sept. 14, 2021, 1:11 p.m.
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Description Usage Arguments Value Examples
Description
Exponential moving average standard devation
Usage
1 | ewmsd(y, alpha)
|
Arguments
y |
prices |
alpha |
smoothing factor |
Value
ewm standard devation
Examples
1 2 | data("spy")
daily_volatility(subset(spy, select = c("index", "close")))
|
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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