Man pages for jmuhlenkamp/conditionalAR
Conditionally Evaluate Rolling Performance of AR Models

compute_betsCompute Binary Bets Takes predictions and creates lagged -1,...
compute_hitsCompute Hits Returns 1 TRUE if binary bet == sign(log...
compute_returnCompute Return Returns return based on bet.
compute_return_longCompute Long Return Returns long return based on bet.
compute_return_shortCompute Short Return Returns short return based on bet.
conditionalARConditionally Evaluate Rolling Performance of AR Models
lbapplyrApply Rolling Functions From LBStart to LBEnd Wrapper around...
lbhitrateCompute Rolling Hit Rate From LBStart to LBEnd Compute...
pmax.xtspmax for xts Objects
pmin.xtspmin for xts Objects
rollARApply AR Coefficients
rollARensApply an Ensemble of AR Coefficients
rollMACApply an Moving Average Cross-over
stocksDaily Closing Prices of Major European Stock Indices,...
summary_betrateCompute Bet Rate Takes predictions and returns bet rate.
summary_betrate_longCompute Long Bet Rate Takes signals and returns bet rate for...
summary_betrate_shortCompute Short Bet Rate Takes signals and returns bet rate for...
summary_betsCompute Bets Takes predictions and returns bet rate.
summary_bets_longCompute Long Bets Takes signals and returns bet count for...
summary_bets_shortCompute Short Bets Takes signals and returns bet count for...
summary_daysCompute Days Takes predictions and returns N.
summary_downrateCompute Down Rate Takes predictions and growths and returns...
summary_hitrateCompute Hit Rate Takes predictions and growths and returns...
summary_hitrate_longCompute Long Hit Rate Takes predictions and growths and...
summary_hitrate_shortCompute Short Hit Rate Takes predictions and growths and...
summary_uprateCompute Up Rate Takes predictions and growths and returns hit...
transOMLSTransform Raw Signals into OLOS, MLMS, etc.
weighted.sumWeighted Arithmetic Sum
jmuhlenkamp/conditionalAR documentation built on Dec. 24, 2018, 6:55 a.m.