manual_learn: Manual Learn

In learnfin/learnfin: Statistical Learning Methods for Financial Decision Making

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

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.