bdhToMatrix.c: c implementation of the bdhToMatrix return a list of matrix...

Description Usage Arguments

Description

c implementation of the bdhToMatrix return a list of matrix which comprise of a consolidated value matrix and one date matrix given list of bdh data

Usage

1
2
bdhToMatrix.c(bdhList, timeSeries, validDays = 730, lag = 0,
  announcementDate = NULL)

Arguments

bdhList

list of bdh data to be converted to matrix

timeSeries

date or character vector that determine the resulting matrix's rownames

validDays

number of CALENDAR days a bdh data is valid since it is published, for price data that only valid for that day, use 1 with lag = 0

lag

number of TRADING day lag, default is 0; 1 mean lag by one trading day

cl

cluster that will be used for computation


davidlamcm/Rtoolbox documentation built on May 15, 2019, 1:14 a.m.