bbk.data: bbk.data

bbk.dataR Documentation

bbk.data

Description

fetches data required to compute standard model output

Usage

bbk.data(x, y, n, w, h, u, v, g, r, s)

Arguments

x

= a matrix/data frame (predictors)

y

= a matrix/data frame (total return indices)

n

= a positive integer (flow window in days/months)

w

= a boolean (sum/compound)

h

= a non-negative integer (lag in days/months)

u

= a non-negative integer (delay in days/months)

v

= a non-negative integer (0 = Sun, 1 = Mon, etc., the day you trade)

g

= a positive integer (return window in days/months)

r

= a string (index within which you trade)

s

= a boolean (spread changes/returns)

See Also

Other bbk: bbk.bin.rets.prd.summ, bbk.bin.rets.summ, bbk.bin.xRet, bbk.drawdown, bbk.fwdRet, bbk.holidays, bbk.matrix, bbk.summ, bbk.turnover, bbk


vsrimurthy/EPFR documentation built on July 16, 2024, 9:58 p.m.