istar_CUSUM_R: time index that triggers a symmetric CUSUM filter (R version...
In larryleihua/fmlr: Financial Machine Learning using R
Description
Usage
Arguments
Author(s)
Description
time index that triggers a symmetric CUSUM filter (R version for istar_CUSUM(), for shorter x, the R version can be faster than the C version)
Usage
1
istar_CUSUM_R(x, h)
Arguments
x
a vector of time series to be filtered
h
a vector of the thresholds
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
time index that triggers a symmetric CUSUM filter (R version for istar_CUSUM(), for shorter x, the R version can be faster than the C version)
Usage
1 | istar_CUSUM_R(x, h)
|
Arguments
x |
a vector of time series to be filtered |
h |
a vector of the thresholds |
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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