weights_fracDiff: calculate the weights for deriving fractionally...
In larryleihua/fmlr: Financial Machine Learning using R
Description
Usage
Arguments
Author(s)
Examples
Description
calculate the weights for deriving fractionally differentiated series
Usage
1
weights_fracDiff(d = 0.5, nWei = 10, tau = NULL)
Arguments
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
Examples
1
weights_fracDiff(0.5,tau=1e-3)
larryleihua/fmlr documentation built on Jan. 31, 2020, 8:55 a.m.
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.
Description Usage Arguments Author(s) Examples
Description
calculate the weights for deriving fractionally differentiated series
Usage
1 | weights_fracDiff(d = 0.5, nWei = 10, tau = NULL)
|
Arguments
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
Examples
1 | weights_fracDiff(0.5,tau=1e-3)
|
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.