new_estimates: Estimates Class Constructer function

Description Usage Arguments Value

View source: R/Estimates.R

Description

Creates an estimate object

Usage

1
2
new_estimates(symbols, start_date, end_date, grain, periods, prices,
  returns, mu, sigma, dividends)

Arguments

symbols

vector of security symbols

start_date

start date for historical prices

end_date

end date for historical prices

grain

time grain of returns. Can be either day, week, month, year

periods

number of time periods

prices

optional input for security prices

returns

optional input for security returns

mu

optional input for mean estimates

sigma

optional input for sigma estimates

dividends

optional input for dividend estimates

Value

estimates object


chrishaarstick/madstork.opt documentation built on Nov. 12, 2019, 9:39 p.m.