Description Usage Arguments Value Examples
split TS to lists, which are usually TSFs, TSFRs
1 |
by |
a vector, with the same length of TS |
a list is TS
1 2 3 4 5 | tsfr <- getSectorID(tsfr,sectorAttr = defaultSectorAttr("ind",336))
TSFRs1 <- TS_split(tsfr,by=tsfr$sector)
MC.chart.IC(tsfrs1)
TSFRs2 <- TS_split(tsfr,by=cut.Date2(tsfr$date,breaks = "2 year"))
MC.chart.IC(tsfrs2)
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