pedroso_synthesis: Pedroso Data Generation
In wzhorton/finmodtk: Financial Modeling Toolkit
Description
Generates data using a given price dataset using the Pedroso et. al. (2018) method.
Resulting prices are normalized to begin at one.
Usage
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pedroso_synthesis(
prices,
ntrend,
theta = 1,
extra = 0,
repl = FALSE,
win_len = 4
)
wzhorton/finmodtk documentation built on July 31, 2020, 9:18 p.m.
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Description
Generates data using a given price dataset using the Pedroso et. al. (2018) method. Resulting prices are normalized to begin at one.
Usage
1 2 3 4 5 6 7 8 | pedroso_synthesis(
prices,
ntrend,
theta = 1,
extra = 0,
repl = FALSE,
win_len = 4
)
|
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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