Man pages for larryleihua/fmlr
Financial Machine Learning using R
| acc_lucky | A function to check whether a classification is better than a... |
| bar_tick | Construct tick bars |
| bar_tick_imbalance | Construct tick imbalance bars |
| bar_tick_runs | Construct tick runs bars |
| bar_time | Construct time bars |
| bar_unit | Construct unit bars |
| bar_unit_runs | Construct unit runs bars |
| bar_volume | Construct volume bars |
| bar_volume_imbalance | Construct volume imbalance bars |
| bar_volume_runs | Construct volume runs bars |
| condition_algoseek_equity_taq | Obtain readable condition codes for AlgoSeek equity TAQ |
| condition_maps_algoseek_equity_taq | Map conditions to conditions codes for AlgoSeek equity TAQ |
| ema | exponentially weighted moving average; only return the last... |
| fracDiff | convert a time series into a fractionally differentiated... |
| imbalance_tick | The auxiliary function b_t for constructing tick imbalance... |
| imbalance_volume | The auxiliary function b_tv_t for constructing volume... |
| istar_CUSUM | time index that triggers a symmetric CUSUM filter |
| istar_CUSUM_R | time index that triggers a symmetric CUSUM filter (R version... |
| label_meta | Meta labeling, including three options: triple barriers,... |
| purged_k_CV | Purged k-fold CV with embargo |
| read_algoseek_equity_fullDepth | Load AlgoSeek equity Full Depth data from zip files |
| read_algoseek_equity_taq | Load AlgoSeek Equity TAQ data from zip files |
| read_algoseek_futures_fullDepth | Load AlgoSeek Futures Full Depth data from zip files |
| Tstar_tib | Tstar index for Tick Imbalance Bars (bar_tib) |
| Tstar_trb_cpp | Tstar index for Tick Runs Bars (bar_trb) |
| Tstar_vib | Tstar index for Volume Imbalance Bars (bar_vib) |
| Tstar_vrb_cpp | Tstar index for Volume Runs Bars (bar_vrb) |
| weights_fracDiff | calculate the weights for deriving fractionally... |
