CUSUM_Price: CUSUM Filter for Price
In thanhuwe8/mladv: mladv - Machine Learning for Finance routines
Description
Usage
Arguments
Value
Examples
Description
CUSUM Filter for Price
Usage
1
CUSUM_Price(data, h)
Arguments
data
data in form of bar (tick bar, time bar, volume bar ...)
h
threshold value
Value
an index of data exceeding threshold value h
Examples
1
CUSUM_Price(data1, 2)
thanhuwe8/mladv documentation built on June 9, 2019, 9:26 p.m.
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Description Usage Arguments Value Examples
Description
CUSUM Filter for Price
Usage
1 | CUSUM_Price(data, h)
|
Arguments
data |
data in form of bar (tick bar, time bar, volume bar ...) |
h |
threshold value |
Value
an index of data exceeding threshold value h
Examples
1 | CUSUM_Price(data1, 2)
|
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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