zpp_norm: Compute the closed-form normal ZPP
In deanfantazzini/bitcoinFinance: Quantitative Finance with Cryptocurrencies
zpp_norm R Documentation
Compute the closed-form normal ZPP
Description
This function computes the closed-form normal ZPP assuming the price series follows a random walk with drift with normal innovations
Usage
zpp_norm(prices, n.days = 250)
Arguments
prices
is a numeric vector containing the prices series
n.days
is the number of time-steps
Value
zpp.norm is the estimated closed-form normal ZPP
Examples
btc_data<-dat<-bitcoinity_download(currency="USD", data_type="price",
exchange="coinbase",time_length = "2y")
prices<-btc_data$avg
zpp.norm<-zpp_norm(prices)
zpp.norm
deanfantazzini/bitcoinFinance documentation built on June 12, 2024, 4:10 p.m.
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| zpp_norm | R Documentation |
Compute the closed-form normal ZPP
Description
This function computes the closed-form normal ZPP assuming the price series follows a random walk with drift with normal innovations
Usage
zpp_norm(prices, n.days = 250)
Arguments
prices |
is a numeric vector containing the prices series |
n.days |
is the number of time-steps |
Value
zpp.norm is the estimated closed-form normal ZPP
Examples
btc_data<-dat<-bitcoinity_download(currency="USD", data_type="price",
exchange="coinbase",time_length = "2y")
prices<-btc_data$avg
zpp.norm<-zpp_norm(prices)
zpp.norm
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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