calcDrift: Calculates a drift measure for a price series
In helenristov/aCompiler: What the package does (short line)
Description
Usage
Arguments
Author(s)
Description
Calculates a drift measure for a price series
Usage
1
Arguments
spread
A price series on which you want to compute the drift
dPeriod
The number of days used to compute the drift
.combine
A boolean that sets if we want to merge the periods and return the mean of the rolling drift measures over those periods.
Author(s)
Helena Ristov
helenristov/aCompiler documentation built on May 3, 2019, 9:40 p.m.
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Description Usage Arguments Author(s)
Description
Calculates a drift measure for a price series
Usage
1 |
Arguments
spread |
A price series on which you want to compute the drift |
dPeriod |
The number of days used to compute the drift |
.combine |
A boolean that sets if we want to merge the periods and return the mean of the rolling drift measures over those periods. |
Author(s)
Helena Ristov
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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