Description Usage Arguments Value See Also
This function takes an xts matrix and applies a simple feature transformation to it in a columnwise fashion. For example, the matrix may be a series of asset prices. The feature transformation could be to perform a rolling SMA to it.
1 | make_transform(data, feature, addname = FALSE)
|
data |
The xts matrix containing the data to transform. The feature is applied to each column as specified by argument 'feature'. |
feature |
The definition of the feature to apply to the data matrix. See the Details section for 'make_features' for the syntax for specifying a simple feature. |
addname |
Logical. Specifies whether the column name of the xts matrix returned stay as they were provided, or whether the feature name is appended to it. |
Returns an xts matrix of identical dimensions as data, with each column having the specified feature applied to it. Leading NAs are padded as needed when computing the feature.
make_features
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