Description Usage Arguments Value
View source: R/momentum_data.R
Given a @eval{AGG_WINDOW_CLASS_NAME}
object as returned
from aggregate_price_and_mean_windows
, computes
the momentum at each window (as in evaluate_momentum_at_window
)
1 | evaluate_unsigned_momentum(agg_windows, momentum_window_size)
|
agg_windows |
The |
momentum_window_size |
The size of the window used to determine
momentum. Must be at least 2 and no longer than
the price windows in |
An integer array whose ith entry holds the momentum
corresponding to the ith row of agg_windows
.
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