britten.jones.data: britten.jones.data
In vsrimurthy/EPFR: EPFR Quantitative Research Environment
britten.jones.data R Documentation
britten.jones.data
Description
returns data needed for a Britten-Jones analysis
Usage
britten.jones.data(x, y, n, w = NULL)
Arguments
x
= a matrix/data frame (predictors)
y
= a matrix/data frame (total return indices)
n
= a positive integer (return window)
w
= a string (index within which you trade)
See Also
Other britten: britten.jones.data.stack,
britten.jones
vsrimurthy/EPFR documentation built on Dec. 24, 2024, 5:20 a.m.
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| britten.jones.data | R Documentation |
britten.jones.data
Description
returns data needed for a Britten-Jones analysis
Usage
britten.jones.data(x, y, n, w = NULL)
Arguments
x |
= a matrix/data frame (predictors) |
y |
= a matrix/data frame (total return indices) |
n |
= a positive integer (return window) |
w |
= a string (index within which you trade) |
See Also
Other britten: britten.jones.data.stack,
britten.jones
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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