britten.jones.data: britten.jones.data

britten.jones.dataR 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 July 16, 2024, 9:58 p.m.