Description Usage Arguments Value Examples
create index of time-stamps for vectorized functions
1 2 3 | createRollingTimeIndices(initialTimeVector, estimationLength = 18,
timeUnit = "months", investmentHorizonLength = 1,
windowType = "rolling")
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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) |
a character matrix of xts-subsettable date ranges, one column for the in-sample periods, and another for the out-of-sample periods
1 | FUNCTION STILL UNDER DEVELOPMENT
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