bdhToMatrix: return a list of matrix which comprise of a consolidated...

Description Usage Arguments

Description

return a list of matrix which comprise of a consolidated value matrix and one date matrix given list of bdh data

Usage

1
bdhToMatrix(bdhList, timeSeries, validDays = Inf, lag = 0, cl)

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 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 day lag, default is 0

cl

cluster that will be used for computation


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