cal_sigma_str: STRUCTURE SIGMA ESTIMATION FUNCTION
In raphael210/QDataGet: Data getting functionns
Description
Usage
Arguments
Value
Description
This function aimed to predict structural sigma using historical sigma.
Usage
1
cal_sigma_str(sigma_ts_df, data_bank, barra_param)
Arguments
sigma_ts_df
data table. The historical sigma data table,
including columns 'date_end', 'stockID','sigma_ts','abs_res','gamma_blend'
data_bank
data table. The data table obtained from load_data_bank(res_seri).
Value
data table, the structural sigma data table,
including columns 'date_end', 'stockID', 'sigma_str'
raphael210/QDataGet documentation built on May 26, 2019, 11:02 p.m.
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Description Usage Arguments Value
Description
This function aimed to predict structural sigma using historical sigma.
Usage
1 | cal_sigma_str(sigma_ts_df, data_bank, barra_param)
|
Arguments
sigma_ts_df |
data table. The historical sigma data table, including columns 'date_end', 'stockID','sigma_ts','abs_res','gamma_blend' |
data_bank |
data table. The data table obtained from load_data_bank(res_seri). |
Value
data table, the structural sigma data table, including columns 'date_end', 'stockID', 'sigma_str'
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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