GenVarSet: Generate a set for variables in dataframe from quotemedia

Description Usage Arguments Value

Description

Generate a set for variables in dataframe from quotemedia

Usage

1
GenVarSet(columns, initset, asset.names)

Arguments

columns

vector of string a subset of columns in dataframes in initset from GenInitSet

initset

list of xts dataframes from GenInitSet

asset.names

vector of string subset of tradable assets with full set of variables, i.e. VIX might not have volumes

Value

a list for variables, same time index as which in initset


hughshuwang/isocyanate documentation built on May 30, 2019, 7:17 a.m.