fracDiff: convert a time series into a fractionally differentiated...
In larryleihua/fmlr: Financial Machine Learning using R
Description
Usage
Arguments
Author(s)
Description
convert a time series into a fractionally differentiated series
Usage
1
Arguments
x
a vector of time series to be fractionally differentiated
d
the order for fractionally differentiated features
nWei
number of weights for output
tau
threshold where weights are cut off; default is NULL, if not NULL
then use tau and nWei is not used
Author(s)
Larry Lei Hua
larryleihua/fmlr documentation built on Jan. 31, 2020, 8:55 a.m.
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Description Usage Arguments Author(s)
Description
convert a time series into a fractionally differentiated series
Usage
1 |
Arguments
x |
a vector of time series to be fractionally differentiated |
d |
the order for fractionally differentiated features |
nWei |
number of weights for output |
tau |
threshold where weights are cut off; default is NULL, if not NULL then use tau and nWei is not used |
Author(s)
Larry Lei Hua
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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