getXtsFeatures: Build Predictors
In mdavis29/stockFunctions: Tools for xts Stock Tickers
Description
Usage
Arguments
Value
Author(s)
Description
takes and xts object and uses TTR package to create non lagged formated set of predictors (typically used to predict the trade Flag T.flag())
Usage
1
2
getXtsFeatures(x, wid = 20, verbose = FALSE, stockName = NULL,
clusterModel = NULL)
Arguments
x
An xts object containing stock quotes (OHLCV info) from quant mod
funList
a list of functions for to build features from and xts object
funNames
column names for the the output xts
Value
and xts with the funNames and ouput from funList
xts object of predictors (not lagged) to be used to predict the trade signal
Author(s)
Matthew Davis
mdavis29/stockFunctions documentation built on May 22, 2019, 3:22 p.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 Value Author(s)
Description
takes and xts object and uses TTR package to create non lagged formated set of predictors (typically used to predict the trade Flag T.flag())
Usage
1 2 | getXtsFeatures(x, wid = 20, verbose = FALSE, stockName = NULL,
clusterModel = NULL)
|
Arguments
x |
An xts object containing stock quotes (OHLCV info) from quant mod |
funList |
a list of functions for to build features from and xts object |
funNames |
column names for the the output xts |
Value
and xts with the funNames and ouput from funList
xts object of predictors (not lagged) to be used to predict the trade signal
Author(s)
Matthew Davis
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.