evaluate_unsigned_momentum: Evaluates momentum on aggregated windows
In benSepanski/pfselect:
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.
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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 |
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 |
Value
An integer array whose ith entry holds the momentum
corresponding to the ith row of agg_windows.
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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