synthesis: Synthesize Data
In wzhorton/finmodtk: Financial Modeling Toolkit
Description
Generate/synthesize data using a generation object. This method might be
described as a parametric local blocked bootstrap. Default behavior is to
randomly generate a specified number of trend sequences, however the replication
option can be specified to exactly match historical records. PCA recomposition
is also used to generate a number of new, extra, unseen assets.
Usage
1
wzhorton/finmodtk documentation built on July 31, 2020, 9:18 p.m.
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Description
Generate/synthesize data using a generation object. This method might be described as a parametric local blocked bootstrap. Default behavior is to randomly generate a specified number of trend sequences, however the replication option can be specified to exactly match historical records. PCA recomposition is also used to generate a number of new, extra, unseen assets.
Usage
1 |
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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