roll_radf: Exuber on rolling window

Description Usage Arguments Value

View source: R/roll_radf.R

Description

Calculate radf values on rolling window using exuber apckage

Usage

1
roll_radf(price, use_log, window, price_lags, no_cores = 4L)

Arguments

price

Stock price

use_log

Should log of prices be used

window

Window size

price_lags

Number of price lags to use

no_cores

Number of cores to use

Value

Radf values; output from exuber package


MislavSag/mrisk documentation built on Dec. 17, 2021, 4:18 a.m.