tsEigenProduct: Convenience funciton to matrix multiply an xts object with a...
In erolbicero/propfolio: Propfolio Management
Description
Usage
Arguments
Value
Examples
Description
Convenience funciton to matrix multiply an xts object with a set of eigenvectors while preserving the date-index
Usage
1
tsEigenProduct(timeSeriesMatrix, EigenVectors)
Arguments
timeSeriesMatrix
is an xts time series matrix
EigenVectors
is a matrix of eigenvectors
Value
an xts object
Examples
1
none
erolbicero/propfolio documentation built on May 16, 2019, 8:48 a.m.
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Description Usage Arguments Value Examples
Description
Convenience funciton to matrix multiply an xts object with a set of eigenvectors while preserving the date-index
Usage
1 | tsEigenProduct(timeSeriesMatrix, EigenVectors)
|
Arguments
timeSeriesMatrix |
is an xts time series matrix |
EigenVectors |
is a matrix of eigenvectors |
Value
an xts object
Examples
1 | none
|
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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