gf_cap: gf_cap

Description Usage Arguments Examples

Description

gf_cap

Usage

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gf_cap(TS, log = FALSE, bc_lambda = NULL, var = c("float_cap", "mkt_cap",
  "free_cap"), na_fill = TRUE, varname = "factorscore",
  datasrc = "memory")

Arguments

bc_lambda

NULL, "auto", or a specific numeric.

Examples

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system.time(re <- gf_cap(ts,datasrc = "local"))
system.time(re2 <- gf_cap(ts,datasrc = "memory"))

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