createRollingTimeIndices: create index of time-stamps for vectorized functions
In erolbicero/tsconv: Time Series Convenience
Description
Usage
Arguments
Value
Examples
View source: R/E-createRollingTimeIndices.R
Description
create index of time-stamps for vectorized functions
Usage
1
2
3
createRollingTimeIndices(initialTimeVector, estimationLength = 18,
timeUnit = "months", investmentHorizonLength = 1,
windowType = "rolling")
Arguments
initialTimeVector
vector of dates YYYY-MM-DD
estimationLength
a positive integer indicating the size of the estimation period
timeUnit
a character string, one of "weeks", "days","weeks","months","years", indicating the unit size for estimationLength and investmentHorizon
investmentHorizonLength
a positive integer indicating the size of the investment horizon (out of sample period)
Value
a character matrix of xts-subsettable date ranges, one column for the in-sample periods, and another for the out-of-sample periods
Examples
1
FUNCTION STILL UNDER DEVELOPMENT
erolbicero/tsconv documentation built on May 13, 2017, 8:23 p.m.
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Description Usage Arguments Value Examples
View source: R/E-createRollingTimeIndices.R
Description
create index of time-stamps for vectorized functions
Usage
1 2 3 | createRollingTimeIndices(initialTimeVector, estimationLength = 18,
timeUnit = "months", investmentHorizonLength = 1,
windowType = "rolling")
|
Arguments
initialTimeVector |
vector of dates YYYY-MM-DD |
estimationLength |
a positive integer indicating the size of the estimation period |
timeUnit |
a character string, one of "weeks", "days","weeks","months","years", indicating the unit size for estimationLength and investmentHorizon |
investmentHorizonLength |
a positive integer indicating the size of the investment horizon (out of sample period) |
Value
a character matrix of xts-subsettable date ranges, one column for the in-sample periods, and another for the out-of-sample periods
Examples
1 | FUNCTION STILL UNDER DEVELOPMENT
|
erolbicero/tsconv documentation built on May 13, 2017, 8:23 p.m.
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.
As an Amazon Associate I earn from qualifying purchases.
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