mat.to.xlModel: mat.to.xlModel

In vsrimurthy/EPFR: EPFR Quantitative Research Environment

mat.to.xlModel

Description

prepends the trade open and close dates and re-indexes by data date (as needed)

Usage

mat.to.xlModel(x, y = 2, n = 5, w = F)

Arguments

x	= a data frame (indexed by trade open date)
y	= a non-negative integer (delay in days)
n	= a positive integer (return window in weekdays)
w	= a boolean (index by data/trade-open date)

See Also

Other mat: mat.compound, mat.correl, mat.count, mat.daily.to.monthly, mat.daily.to.weekly, mat.diff, mat.ex.array, mat.ex.list, mat.ex.matrix, mat.ex.vec, mat.index, mat.lag, mat.last.to.first, mat.rank, mat.read, mat.reverse, mat.rollsum, mat.sort, mat.subset, mat.to.last.Idx, mat.to.obs, mat.weekly.to.daily, mat.write, mat.zScore

vsrimurthy/EPFR documentation built on Sept. 19, 2024, 4:01 a.m.