optimizer_for_max: Optimizer for maximizing an outcome assuming constant...

In msxakk89/dat: Data Analyst Toolkit (dat): a library of tools for data analysts and scientists

Description

Optimizer for maximizing an outcome assuming constant elasticity and constant random sampling space limit across the trading period

Usage

optimizer_for_max(df, limit = 0.1, granularity = 0.05, elasticity = -2)

Arguments

df	A data frame where first column (df[,1]) contains the volume (PAX) as cumulative, while second column (df[,2]) contains the revenue (price).
limit	A numeric of the delta space limit.
granularity	A numeric of delta space granularity (i.e. the lenght of "jumps" within the space).
elas	A numeric (constant) elasticity.

Details

NOTE: This function works only for small sample set. It will not produce an output for large input data and may crach your R session.

msxakk89/dat documentation built on Aug. 3, 2020, 6:39 p.m.