MVStocks: Multivariate Variables for Stocks

In thiyangt/fformpp: Feature-based FORecast Model Performance Prediction

Description

Download and build multivariate responses and covariates from Yahoo Finance.

Usage

MVStocks(
  from,
  to,
  stocks = c("^SML", "^OEX"),
  StdDataMethod,
  save2diskPath,
  ...
)

Arguments

from	integer format as YYYYMMDD
to	integer format as YYYYMMDD
stocks	a vector of characters. The aberrations are same as stocks used in Yahoo! Finance.
StdDataMethod	character. Whether the data should be standardized.
save2diskPath	Is not missing, the result will be saved to the path provided here.
...	Other arguments passed to stock2covarites

Value

list or save to disk.

Author(s)

Feng Li, Central University of Finance and Economics.

References

Li Villani 2012

thiyangt/fformpp documentation built on July 19, 2020, 11:51 a.m.