GenRollPairMatrix: Generate Rolling Vectorized Pairwise Matrix
In hughshuwang/isocyanate: isocyanate (R-N=C=O)
Description
Usage
Arguments
Value
Description
Generate Rolling Vectorized Pairwise Matrix
Usage
1
2
GenRollPairMatrix(daily.ret, period = c("monthly", "daily"),
FUNC = NULL, winlen = 21)
Arguments
daily.ret
daily xts logret properly named
period
string indicating the period in which the vcov is collected
FUNC
function applied on getting vectorirzed matrix
winlen
integer length of window in rollapply
Value
xts object named with each row being vectorized realized pairwise matrix
hughshuwang/isocyanate documentation built on May 30, 2019, 7:17 a.m.
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Description Usage Arguments Value
Description
Generate Rolling Vectorized Pairwise Matrix
Usage
1 2 | GenRollPairMatrix(daily.ret, period = c("monthly", "daily"),
FUNC = NULL, winlen = 21)
|
Arguments
daily.ret |
daily xts logret properly named |
period |
string indicating the period in which the vcov is collected |
FUNC |
function applied on getting vectorirzed matrix |
winlen |
integer length of window in rollapply |
Value
xts object named with each row being vectorized realized pairwise matrix
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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