calcRange: Calculates the range of a spread computed by percentile bands...
In helenristov/aCompiler: What the package does (short line)
Description
Usage
Arguments
Author(s)
Description
Calculates the range of a spread computed by percentile bands to minimize the impact of outliers
Usage
1
Arguments
spread
A price series on which you want to compute the range of a spread
dPeriod
The number of days for the period. The default is set to NA with .combine = true to compute the range over the entire spread
minProb
The percentile to set the lower band of the range calculation
maxProb
The percentile to set the upper band of the range calculation
.combine
A boolean that sets if want to compute the range over the entire spread
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 the range of a spread computed by percentile bands to minimize the impact of outliers
Usage
1 |
Arguments
spread |
A price series on which you want to compute the range of a spread |
dPeriod |
The number of days for the period. The default is set to NA with .combine = true to compute the range over the entire spread |
minProb |
The percentile to set the lower band of the range calculation |
maxProb |
The percentile to set the upper band of the range calculation |
.combine |
A boolean that sets if want to compute the range over the entire spread |
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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