evaluate_unsigned_momentum: Evaluates momentum on aggregated windows

Description Usage Arguments Value

View source: R/momentum_data.R

Description

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)

Usage

1
evaluate_unsigned_momentum(agg_windows, momentum_window_size)

Arguments

agg_windows

The @eval{AGG_WINDOW_CLASS_NAME} object as returned from aggregate_price_and_mean_windows

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 agg_windows. Defaults to the length of the price windows in agg_windows.

Value

An integer array whose ith entry holds the momentum corresponding to the ith row of agg_windows.


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