discrete_by_sd: discretize the return of stock by standard deviation

Description Usage Arguments Value

View source: R/discrete_by_sd.R

Description

discretize the return of stock by standard deviation

Usage

1
discrete_by_sd(x, sd_magnitude = 2)

Arguments

x

the return time series

sd_magnitude

how many sd should use as threshold

Value

a vector


zlfccnu/econophysics documentation built on Feb. 23, 2022, 10:22 p.m.