fix_frtn_sigma2: SIGMA FIX FUNCTION FOR BIAS ADJUSTMENT
In raphael210/QDataGet: Data getting functionns
Description
The function is aimed for bias adjustment for sigma.
Usage
1
2
fix_frtn_sigma2(sigma_i, res_seri, barra_param, data_bank,
result_type = c("sigma", "bias"))
Arguments
sigma_i
data table, including columns 'date', 'stockID', 'sigma'
res_seri
data table or data frame. The residuals data.
The columns should be 'date', 'stockID' and 'res'.
data_bank
data table. The data table obtained from load_data_bank(res_seri).
result_type
"sigma" or "bias".
If "sigma", the output would be the sigma_i after fixation.
If "bias", the output would be the bias recording for fixation.
raphael210/QDataGet documentation built on May 26, 2019, 11:02 p.m.
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Description
The function is aimed for bias adjustment for sigma.
Usage
1 2 | fix_frtn_sigma2(sigma_i, res_seri, barra_param, data_bank,
result_type = c("sigma", "bias"))
|
Arguments
sigma_i |
data table, including columns 'date', 'stockID', 'sigma' |
res_seri |
data table or data frame. The residuals data. The columns should be 'date', 'stockID' and 'res'. |
data_bank |
data table. The data table obtained from load_data_bank(res_seri). |
result_type |
"sigma" or "bias". If "sigma", the output would be the sigma_i after fixation. If "bias", the output would be the bias recording for fixation. |
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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