Description Usage Arguments Value
Generate a set for variables in dataframe from quotemedia
1 | GenVarSet(columns, initset, asset.names)
|
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 |
a list for variables, same time index as which in initset
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