Man pages for jmuhlenkamp/conditionalAR
Conditionally Evaluate Rolling Performance of AR Models
| compute_bets | Compute Binary Bets Takes predictions and creates lagged -1,... |
| compute_hits | Compute Hits Returns 1 TRUE if binary bet == sign(log... |
| compute_return | Compute Return Returns return based on bet. |
| compute_return_long | Compute Long Return Returns long return based on bet. |
| compute_return_short | Compute Short Return Returns short return based on bet. |
| conditionalAR | Conditionally Evaluate Rolling Performance of AR Models |
| lbapplyr | Apply Rolling Functions From LBStart to LBEnd Wrapper around... |
| lbhitrate | Compute Rolling Hit Rate From LBStart to LBEnd Compute... |
| pmax.xts | pmax for xts Objects |
| pmin.xts | pmin for xts Objects |
| rollAR | Apply AR Coefficients |
| rollARens | Apply an Ensemble of AR Coefficients |
| rollMAC | Apply an Moving Average Cross-over |
| stocks | Daily Closing Prices of Major European Stock Indices,... |
| summary_betrate | Compute Bet Rate Takes predictions and returns bet rate. |
| summary_betrate_long | Compute Long Bet Rate Takes signals and returns bet rate for... |
| summary_betrate_short | Compute Short Bet Rate Takes signals and returns bet rate for... |
| summary_bets | Compute Bets Takes predictions and returns bet rate. |
| summary_bets_long | Compute Long Bets Takes signals and returns bet count for... |
| summary_bets_short | Compute Short Bets Takes signals and returns bet count for... |
| summary_days | Compute Days Takes predictions and returns N. |
| summary_downrate | Compute Down Rate Takes predictions and growths and returns... |
| summary_hitrate | Compute Hit Rate Takes predictions and growths and returns... |
| summary_hitrate_long | Compute Long Hit Rate Takes predictions and growths and... |
| summary_hitrate_short | Compute Short Hit Rate Takes predictions and growths and... |
| summary_uprate | Compute Up Rate Takes predictions and growths and returns hit... |
| transOMLS | Transform Raw Signals into OLOS, MLMS, etc. |
| weighted.sum | Weighted Arithmetic Sum |
