stock: Convert the data into a transition matrix for stock market
In ZiqingHo/BasicMC: Formation of transition matrix from raw data, simple analysis and applications of finite-state discrete time-homogeneous Markov Chain
Description
Usage
Arguments
Value
Examples
Description
This method is used to create a transition matrix from raw data of stock prices.
Usage
1
stock(y, pricecolumn, interval = 10)
Arguments
y
Data of the stock prices
pricecolumn
The index of the column containg the prices
interval
The range for the state "non-significant". The default value is 10. If interval = 0, "non-significant" state will exist when no price change.
Value
The transition matrix of the Markov chain
Examples
1
2
ZiqingHo/BasicMC documentation built on May 21, 2019, 2:29 a.m.
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Description Usage Arguments Value Examples
Description
This method is used to create a transition matrix from raw data of stock prices.
Usage
1 | stock(y, pricecolumn, interval = 10)
|
Arguments
y |
Data of the stock prices |
pricecolumn |
The index of the column containg the prices |
interval |
The range for the state "non-significant". The default value is 10. If interval = 0, "non-significant" state will exist when no price change. |
Value
The transition matrix of the Markov chain
Examples
1 2 |
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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