z6: Z6
In bredamatt/Z-measures: Z-score measures from EJOR.
z6 R Documentation
Z6
Description
This function allows you to specify the window length k when estimating the Z-score. It is similar to Z2 in the sense that CAR is left observable per time t, but ROA sigma and mean are estimated on a rolling basis, where k is the window length specified for computing the rolling estimates.
Usage
z6(data, k)
Arguments
data
The dataset of interest. Note that ROA should be in column number 3 and CAR in column number 4.
k
The window length k for calculating the rolling mean and sigma with rollapply.
bredamatt/Z-measures documentation built on Oct. 19, 2024, 5:20 a.m.
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| z6 | R Documentation |
Z6
Description
This function allows you to specify the window length k when estimating the Z-score. It is similar to Z2 in the sense that CAR is left observable per time t, but ROA sigma and mean are estimated on a rolling basis, where k is the window length specified for computing the rolling estimates.
Usage
z6(data, k)
Arguments
data |
The dataset of interest. Note that ROA should be in column number 3 and CAR in column number 4. |
k |
The window length k for calculating the rolling mean and sigma with rollapply. |
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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