aggregated_windows_var_to_matrix: Puts variable in trading_period x asset matrix

Description Usage Arguments Value

View source: R/momentum_data.R

Description

Puts variable in trading_period x asset matrix

Usage

1
aggregated_windows_var_to_matrix(agg_windows, variable_name)

Arguments

agg_windows

a @eval{AGG_WINDOW_CLASS_NAME} instance as returned from aggregate_price_and_mean_windows.

variable_name

A string which is a variable name of a double vector column of agg_windows.

Value

A matrix with entries from variable variable_name, the column names being the asset variable from agg_windows and the row names being the trading_period variable from agg_windows.


benSepanski/pfselect documentation built on May 1, 2020, 1:57 p.m.