mk.vbl.scale: mk.vbl.scale

In vsrimurthy/EPFR: EPFR Quantitative Research Environment

mk.vbl.scale

Description

Linearly scales the first variable based on percentiles of the second. # : Top decile goes to scaling factor. Bot decile is fixed.

Usage

mk.vbl.scale(x, y, n)

Arguments

x	= a YYYYMM
y	= a string vector (elements are: # : 1) the variable to be scaled # : 2) the secondary variable # : 3) the universe within which to scale # : 4) the grouping within which to scale # : 5) scaling factor on top decile)
n	= a StockFlows environment

See Also

Other mk: mk.1dActWtTrend.Ctry, mk.1dActWtTrend.Sec, mk.1dFloMo.Ctry.data, mk.1dFloMo.Ctry.rslt, mk.1dFloMo.CtrySG, mk.1dFloMo.Ctry, mk.1dFloMo.FI, mk.1dFloMo.Indy, mk.1dFloMo.Rgn, mk.1dFloMo.Sec.rslt, mk.1dFloMo.Sec, mk.1dFloTrend.Ctry, mk.1dFloTrend.Sec, mk.1mActPas.Ctry, mk.1mActPas.Sec, mk.1mAllocMo, mk.1mBullish.Ctry, mk.1mBullish.Sec, mk.1mBullish.rslt, mk.1mFloMo.Ctry, mk.1wFloMo.CtryFlow.data, mk.1wFloMo.CtryFlow.local, mk.1wFloMo.CtryFlow.rslt, mk.1wFloMo.CtryFlow, mk.1wFloMo.IndyFlow.map, mk.1wFloMo.IndyFlow, mk.ActWt, mk.Alpha.daily, mk.Alpha, mk.EigenCentrality, mk.FloBeta, mk.Fragility, mk.Mem, mk.SRIMem, mk.SatoMem, mk.Wt, mk.avail, mk.beta, mk.isin, mk.sf.daily, mk.sqlDump, mk.vbl.chg, mk.vbl.diff, mk.vbl.lag, mk.vbl.max, mk.vbl.ratio, mk.vbl.sum, mk.vbl.trail.fetch, mk.vbl.trail.sum, mk.vbl.vol

vsrimurthy/EPFR documentation built on April 26, 2024, 9:26 a.m.