Man pages for larryleihua/fmlr
Financial Machine Learning using R

acc_luckyA function to check whether a classification is better than a...
bar_tickConstruct tick bars
bar_tick_imbalanceConstruct tick imbalance bars
bar_tick_runsConstruct tick runs bars
bar_timeConstruct time bars
bar_unitConstruct unit bars
bar_unit_runsConstruct unit runs bars
bar_volumeConstruct volume bars
bar_volume_imbalanceConstruct volume imbalance bars
bar_volume_runsConstruct volume runs bars
emaexponentially weighted moving average; only return the last...
fracDiffconvert a time series into a fractionally differentiated...
imbalance_tickThe auxiliary function b_t for constructing tick imbalance...
imbalance_volumeThe auxiliary function b_tv_t for constructing volume...
istar_CUSUMtime index that triggers a symmetric CUSUM filter
istar_CUSUM_Rtime index that triggers a symmetric CUSUM filter (R version...
label_metaMeta labeling, including three options: triple barriers,...
purged_k_CVPurged k-fold CV with embargo
read_algoseek_futures_fullDepthLoad AlgoSeek Futures Full Depth data from zip files
Tstar_tibTstar index for Tick Imbalance Bars (bar_tib)
Tstar_trb_cppTstar index for Tick Runs Bars (bar_trb)
Tstar_vibTstar index for Volume Imbalance Bars (bar_vib)
Tstar_vrb_cppTstar index for Volume Runs Bars (bar_vrb)
weights_fracDiffcalculate the weights for deriving fractionally...
larryleihua/fmlr documentation built on May 7, 2019, 9:21 p.m.