ForwardSlidingWindow: ForwardSlidingWindow
In c3h3/QuantitativeBacktestingTools:
Description
Usage
Arguments
Examples
Description
a funtion which an help you do forward sampling easier
Usage
1
ForwardSlidingWindow(accRt, win_size)
Arguments
accRt
an accumulate return xts object
win_size
the size of forward sampling slide window
Examples
1
2
Xt = getSymbols('2330.TW', auto.assign = F)
Xt %>% Pt2Rt %>% ForwardSlidingWindow(20) %>% head
c3h3/QuantitativeBacktestingTools documentation built on May 13, 2019, 9:56 a.m.
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Description Usage Arguments Examples
Description
a funtion which an help you do forward sampling easier
Usage
1 | ForwardSlidingWindow(accRt, win_size)
|
Arguments
accRt |
an accumulate return xts object |
win_size |
the size of forward sampling slide window |
Examples
1 2 | Xt = getSymbols('2330.TW', auto.assign = F)
Xt %>% Pt2Rt %>% ForwardSlidingWindow(20) %>% head
|
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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