manual_learn: Manual Learn

Description Usage Arguments

View source: R/dm_functions.R

Description

Given a set of moneyness and maturity boundaries and a option data set, this function calculates in-sample and out-of-sample clustering errors.

Usage

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manual_learn(raw_data, CallPut, moneyness_breaks = c(0.899, 0.94, 0.97, 1,
  1.03, 1.06, 1.101), maturity_breaks = c(0, 42, 126, 252),
  export_plots = FALSE)

Arguments

raw_data

The option data set given in the format of uslfin_ds_1.

CallPut

It denotes whether to use the call or put options.

moneyness_breaks

Vector of moneyness boundaries.

moneyness_breaks

Vector of maturity boundaries.


learnfin/learnfin documentation built on May 20, 2019, 11:29 p.m.