get_frtn_sigma: SIGMA COMPUTE FUNCTION
In raphael210/QDataGet: Data getting functionns
Description
Usage
Arguments
Value
Description
SIGMA COMPUTE FUNCTION
Usage
1
get_frtn_sigma(res_seri, rebDates, barra_param, data_bank)
Arguments
res_seri
data table or data frame. The residuals data.
The columns should be 'date', 'date_end', 'stockID' and 'res'.
rebDates
vector input. The rebDates vector is the dates in which sigma would be obtained.
data_bank
data table. The data table obtained from load_data_bank(res_seri).
Value
data table, including date, stockID, sigma.
The sigma represents ONE YEAR forward sigma for each stock from that rebDate on.
raphael210/QDataGet documentation built on May 26, 2019, 11:02 p.m.
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Description Usage Arguments Value
Description
SIGMA COMPUTE FUNCTION
Usage
1 | get_frtn_sigma(res_seri, rebDates, barra_param, data_bank)
|
Arguments
res_seri |
data table or data frame. The residuals data. The columns should be 'date', 'date_end', 'stockID' and 'res'. |
rebDates |
vector input. The rebDates vector is the dates in which sigma would be obtained. |
data_bank |
data table. The data table obtained from load_data_bank(res_seri). |
Value
data table, including date, stockID, sigma. The sigma represents ONE YEAR forward sigma for each stock from that rebDate on.
R Package Documentation
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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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