TS_filter: TS_filter

Description Usage Arguments Examples

Description

sample or filter the TS by date.

Usage

1
TS_filter(TS, begT, endT, sample_N)

Arguments

TS

a TS, TSF, TSFR ...

sample_N

integer. size of sample days

Examples

1
2
re <- TS_filter(ts,sample_N=8)
re <- TS_filter(ts,as.Date("2010-01-01"),as.Date("2011-01-01"))

QuantAndrew/QDataGet documentation built on May 14, 2019, 7:35 a.m.