rescale_to_price_over_mean: Rescales windows to positive slope
In benSepanski/pfselect:
Description
Usage
Arguments
Value
View source: R/momentum_prediction.R
Description
Rescales windows (price_window and historic_price_mean_window)
by \pm 1 so that each the most recent price is greater than
or equal to the most recen thistoric price mean.
Usage
1
rescale_to_price_over_mean(agg_windows)
Arguments
agg_windows
a @eval{AGG_WINDOW_CLASS_NAME} instance
as returned from aggregate_price_and_mean_windows.
Value
agg_windows but modified to have an extra column
flip_sign which is -1 if the sign was flipped and 1 otherwise
as well as having rescaled
the price_window and historic_price mean_window
columns by flip_sign
benSepanski/pfselect documentation built on May 1, 2020, 1:57 p.m.
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Description Usage Arguments Value
View source: R/momentum_prediction.R
Description
Rescales windows (price_window and historic_price_mean_window)
by \pm 1 so that each the most recent price is greater than
or equal to the most recen thistoric price mean.
Usage
1 | rescale_to_price_over_mean(agg_windows)
|
Arguments
agg_windows |
a |
Value
agg_windows but modified to have an extra column
flip_sign which is -1 if the sign was flipped and 1 otherwise
as well as having rescaled
the price_window and historic_price mean_window
columns by flip_sign
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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