convergenceMetrics: Convergence test based on a disjoint distance from the limit...

In helenristov/aCompiler: What the package does (short line)

Description

Convergence test based on a disjoint distance from the limit value

Usage

convergenceMetrics(data, limit, epsilon, threshold, perf.period)

Arguments

data	xts series to be tested for convergence (must be nx1)
limit	value at which the series converges to
epsilon	distance from limit which sets the convergence zone
threshold	value above and below the limit which determine if an observation is disjoint
perf.period	number of bars to test for convergence

Value

disjoint the distance the current observation is above or below the current threshold

convBool boolean to indicate if the series converged at some point during the performance period

Author(s)

Helena Ristov

helenristov/aCompiler documentation built on May 3, 2019, 9:40 p.m.