bbk.matrix: bbk.matrix

bbk.matrixR Documentation

bbk.matrix

Description

standard model output summary value of <item> for "TxB" for various argument combinations

Usage

bbk.matrix(x, y, n, w = 5, h = 5, u = 5, v = F, g = 0, r = 2,
  s = NULL, b = F, p = "AnnMn")

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 positive integer (return window in days/months)

h

= an integer (number of bins)

u

= an integer (0 = Sun, 1 = Mon, etc., the day you trade)

v

= a boolean (sum/compound)

g

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

r

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

s

= a string (index within which you trade)

b

= a boolean (spread changes/returns)

p

= a string (e.g. AnnMn, Sharpe)

See Also

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


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