TS_split: TS_split

Description Usage Arguments Value Examples

Description

split TS to lists, which are usually TSFs, TSFRs

Usage

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TS_split(TS, by)

Arguments

by

a vector, with the same length of TS

Value

a list is TS

Examples

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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)

raphael210/QDataGet documentation built on May 26, 2019, 11:02 p.m.