StdBinaryPack: Generate a list of signals, binary pack with if higher than...
In hughshuwang/isocyanate: isocyanate (R-N=C=O)
Description
Usage
Arguments
Value
Description
Generate a list of signals, binary pack with if higher than mean, median and quantiles
Usage
1
2
StdBinaryPack(monthly.var, var.name, backtest.period, IF.LAG,
rolling.period = 36)
Arguments
monthly.var
xts object, key variables to generate 0-1 signals
var.name
string all lower case
backtest.period
string that can used for indexing
IF.LAG
bool
rolling.period
int num of periods to be applied in the rolling window
Value
list of xts signal series with proper colnames
hughshuwang/isocyanate documentation built on May 30, 2019, 7:17 a.m.
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Description Usage Arguments Value
Description
Generate a list of signals, binary pack with if higher than mean, median and quantiles
Usage
1 2 | StdBinaryPack(monthly.var, var.name, backtest.period, IF.LAG,
rolling.period = 36)
|
Arguments
monthly.var |
xts object, key variables to generate 0-1 signals |
var.name |
string all lower case |
backtest.period |
string that can used for indexing |
IF.LAG |
bool |
rolling.period |
int num of periods to be applied in the rolling window |
Value
list of xts signal series with proper colnames
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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