powpriors130513: Example priors at trading date 2015-05-13
In sleire/etrm: Energy Trading and Risk Management
powpriors130513 R Documentation
Example priors at trading date 2015-05-13
Description
An example of two simple priors for forward market price to be used with powfutures130513
Usage
powpriors130513
Format
A data frame with 3885 rows and 3 columns:
- Date
vector of dates ranging from 2013-05-13 to final end date of contracts in powfutures130513
- trig.prior
a simple smooth trigonometric prior describing power price seasonality
- mod.prior
a trigonometric prior adjusted for typical calendar effects
sleire/etrm documentation built on Feb. 5, 2023, 9:02 a.m.
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| powpriors130513 | R Documentation |
Example priors at trading date 2015-05-13
Description
An example of two simple priors for forward market price to be used with powfutures130513
Usage
powpriors130513
Format
A data frame with 3885 rows and 3 columns:
- Date
vector of dates ranging from 2013-05-13 to final end date of contracts in powfutures130513
- trig.prior
a simple smooth trigonometric prior describing power price seasonality
- mod.prior
a trigonometric prior adjusted for typical calendar effects
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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