TSF_nextF: TSF_nextF
In raphael210/QDataGet: Data getting functionns
Description
Usage
Value
Examples
Description
TSF_nextF turn TSF into TSFR by lead date and factorscore one period.
Usage
1
TSF_nextF(TSF)
Value
a TSFR, in which the 'periodrtn' is the 'next_factorscore'.
Examples
1
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tsfr <- TSF_nextF(tsf)
# --- deal with the 'rptTSF'
rptTS <- getrptTS(as.Date("2011-12-31"),as.Date("2015-12-31"),freq = "q",univ = "EI000300")
rptTSF <- rptTS.getFin_windR(rptTS ,field = "np_belongto_parcomsh",varname = "factorscore")
TSF <- renameCol(rptTSF,"rptDate","date")
TSFR <- TSF_nextF(TSF)
# --- analysing
chart.IC(TSFR)
chart.Ngroup.overall(TSFR)
raphael210/QDataGet documentation built on May 26, 2019, 11:02 p.m.
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Description Usage Value Examples
Description
TSF_nextF turn TSF into TSFR by lead date and factorscore one period.
Usage
1 | TSF_nextF(TSF)
|
Value
a TSFR, in which the 'periodrtn' is the 'next_factorscore'.
Examples
1 2 3 4 5 6 7 8 9 | tsfr <- TSF_nextF(tsf)
# --- deal with the 'rptTSF'
rptTS <- getrptTS(as.Date("2011-12-31"),as.Date("2015-12-31"),freq = "q",univ = "EI000300")
rptTSF <- rptTS.getFin_windR(rptTS ,field = "np_belongto_parcomsh",varname = "factorscore")
TSF <- renameCol(rptTSF,"rptDate","date")
TSFR <- TSF_nextF(TSF)
# --- analysing
chart.IC(TSFR)
chart.Ngroup.overall(TSFR)
|
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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