compute_bets: Compute Binary Bets Takes predictions and creates lagged -1,...
In jmuhlenkamp/conditionalAR: Conditionally Evaluate Rolling Performance of AR Models
Description
Compute Binary Bets
Takes predictions and creates lagged -1, 0, 1 values based on sign.
Usage
1
2
compute_bets(x, position = c("longshort", "long", "short", "alwayslong",
"alwaysshort"))
Arguments
x
An 'xts' object containing predictions.
position
Character for whether to return
All "longshort" bets (-1, 0, 1 for all non-NA)
Only "long" bets (0, 1 for all non-NA)
Only "short" bets (-1, 0 for all non-NA)
"alwayslong" (1 for all non-NA obs)
"alwaysshort" (-1 for all non-NA obs)
jmuhlenkamp/conditionalAR documentation built on May 30, 2019, 1:59 p.m.
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Description
Compute Binary Bets Takes predictions and creates lagged -1, 0, 1 values based on sign.
Usage
1 2 | compute_bets(x, position = c("longshort", "long", "short", "alwayslong",
"alwaysshort"))
|
Arguments
x |
An 'xts' object containing predictions. |
position |
Character for whether to return
|
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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