rolling_backcusum: Rolling BackCUSUM Tests
In MislavSag/mlfinance: Machine learning in finance
Description
Usage
Arguments
Value
View source: R/rolling_backcusum.R
Description
Function calculates backCUSUM tests on rolling window from backCUSUM pakcage.
Usage
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rolling_backcusum(
prices_panel,
row_index = 1:nrow(prices_panel),
windows = c(200),
workers = 4L
)
Arguments
prices_panel
a data.table object with coluimns: symbol, datetime, open, hogh, low, close, volume
row_index
row index for which to calculate radf values.
windows
Length of window for calculating forecasts on rolling window.
workers
Number of workers for parallel processing
Value
Data.table with new features
MislavSag/mlfinance documentation built on Sept. 14, 2021, 1:11 p.m.
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Description Usage Arguments Value
View source: R/rolling_backcusum.R
Description
Function calculates backCUSUM tests on rolling window from backCUSUM pakcage.
Usage
1 2 3 4 5 6 | rolling_backcusum(
prices_panel,
row_index = 1:nrow(prices_panel),
windows = c(200),
workers = 4L
)
|
Arguments
prices_panel |
a data.table object with coluimns: symbol, datetime, open, hogh, low, close, volume |
row_index |
row index for which to calculate radf values. |
windows |
Length of window for calculating forecasts on rolling window. |
workers |
Number of workers for parallel processing |
Value
Data.table with new features
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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