z1: Z1
In bredamatt/Z-measures: Z-score measures from EJOR.
Description
Estimates rolling Z-scores with a fixed window length, k, set to 3. Hence, you estimate T-k Z-scores with rolling means and sigmas computed with window length k.
Usage
1
Arguments
data
The dataset of interest. Note that ROA should be in column number 3 and CAR in column number 4.
bredamatt/Z-measures documentation built on May 29, 2019, 12:36 p.m.
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Description
Estimates rolling Z-scores with a fixed window length, k, set to 3. Hence, you estimate T-k Z-scores with rolling means and sigmas computed with window length k.
Usage
1 |
Arguments
data |
The dataset of interest. Note that ROA should be in column number 3 and CAR in column number 4. |
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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