compute.lagged.ret: Compute lagged returns Compute lagged return each day up to a...
In pierrecattin/thesis-resources: Thesis Resources
Description
Usage
Arguments
Value
Description
Compute lagged returns
Compute lagged return each day up to a specified lag
Usage
1
compute.lagged.ret(prices, max.lag = 120, loading = T, volume = T)
Arguments
prices
OLHCV prices series; xts
max.lag
indicates how far back lagged returns should be computed
loading
logical telling if loading bar should be displayed
volume
logical indicating if volume should be added
Value
xts with one column per lag. Index is same as index of prices.
pierrecattin/thesis-resources documentation built on May 4, 2019, 8:42 a.m.
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Description Usage Arguments Value
Description
Compute lagged returns Compute lagged return each day up to a specified lag
Usage
1 | compute.lagged.ret(prices, max.lag = 120, loading = T, volume = T)
|
Arguments
prices |
OLHCV prices series; xts |
max.lag |
indicates how far back lagged returns should be computed |
loading |
logical telling if loading bar should be displayed |
volume |
logical indicating if volume should be added |
Value
xts with one column per lag. Index is same as index of prices.
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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