get_decay: get_decay
In optimist/optimist: Optimistic Quant Analytics and Tools
Description
Usage
Arguments
Details
Description
Creates vector with decay factor.
Usage
1
get_decay(n, halflife = 1, method = "semi-geometric")
Arguments
n
size.
halflife
halflife as a percentage of n.
method
it can be geometric or
semi-gemetric.
Details
See reference at
http://stats.stackexchange.com/questions/20542/generating-a-3-month-half-life-weighting-series-in-r
it is desirable to find how both methods change with halflife of 0 and 1
optimist/optimist documentation built on May 24, 2019, 3:56 p.m.
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Description Usage Arguments Details
Description
Creates vector with decay factor.
Usage
1 | get_decay(n, halflife = 1, method = "semi-geometric")
|
Arguments
n |
size. |
halflife |
halflife as a percentage of n. |
method |
it can be geometric or semi-gemetric. |
Details
See reference at http://stats.stackexchange.com/questions/20542/generating-a-3-month-half-life-weighting-series-in-r it is desirable to find how both methods change with halflife of 0 and 1
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.
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