ScreenPara: Screen
In OUKUN0705/timeseriesmom: Screen and implement time series momentum stratege
Description
Usage
Arguments
Value
Description
dfsdfsdfsd
Usage
1
ScreenPara(x, rho_min = 0.3, p_max = 0.1)
Arguments
x
a CorrSurface object returned by function CorrSurface()
rho_min
the minimum threshold for rho to screen parameter combination
p_max
the maximum threshold for p value to screen parameter combination
Value
a object of class ScreenResult
OUKUN0705/timeseriesmom documentation built on May 7, 2019, 8:55 p.m.
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Description Usage Arguments Value
Description
dfsdfsdfsd
Usage
1 | ScreenPara(x, rho_min = 0.3, p_max = 0.1)
|
Arguments
x |
a CorrSurface object returned by function CorrSurface() |
rho_min |
the minimum threshold for rho to screen parameter combination |
p_max |
the maximum threshold for p value to screen parameter combination |
Value
a object of class ScreenResult
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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