GenSpike: Generate scaled z scores for volatility spikes
In hughshuwang/isocyanate: isocyanate (R-N=C=O)
Description
Usage
Arguments
Value
Description
Generate scaled z scores for volatility spikes
Usage
1
Arguments
df
xts object of rolling vcov matrix, monthly or daily
Value
numeric vector of (scaled) spike values
hughshuwang/isocyanate documentation built on May 30, 2019, 7:17 a.m.
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Description Usage Arguments Value
Description
Generate scaled z scores for volatility spikes
Usage
1 |
Arguments
df |
xts object of rolling vcov matrix, monthly or daily |
Value
numeric vector of (scaled) spike values
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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