smear.Q1: smear.Q1
In vsrimurthy/EPFR: EPFR Quantitative Research Environment
smear.Q1 R Documentation
smear.Q1
Description
Returns weights associated with ranks 1:x so that # : a) every position in the top quintile has an equal positive weight # : b) every position in the bottom 3 quintiles has an equal negative weight # : c) second quintile positions get a linear interpolation # : d) the weights sum to zero # : e) the positive weights sum to 100
Usage
smear.Q1(x)
Arguments
x
= any real number
vsrimurthy/EPFR documentation built on Dec. 24, 2024, 5:20 a.m.
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| smear.Q1 | R Documentation |
smear.Q1
Description
Returns weights associated with ranks 1:x so that # : a) every position in the top quintile has an equal positive weight # : b) every position in the bottom 3 quintiles has an equal negative weight # : c) second quintile positions get a linear interpolation # : d) the weights sum to zero # : e) the positive weights sum to 100
Usage
smear.Q1(x)
Arguments
x |
= any real number |
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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