discrete_by_volatility: discretize the volatility of stock by standard deviation
In zlfccnu/econophysics: Functions for econophysics
Description
Usage
Arguments
Value
View source: R/discrete_by_volatility.R
Description
discretize the volatility of stock by standard deviation
Usage
1
discrete_by_volatility(x, sd_magnitude = 2)
Arguments
x
the return OR volatility time series
sd_magnitude
how many sd should use as threshold
Value
a vector for the return time series
zlfccnu/econophysics documentation built on Feb. 23, 2022, 10:22 p.m.
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Description Usage Arguments Value
View source: R/discrete_by_volatility.R
Description
discretize the volatility of stock by standard deviation
Usage
1 | discrete_by_volatility(x, sd_magnitude = 2)
|
Arguments
x |
the return OR volatility time series |
sd_magnitude |
how many sd should use as threshold |
Value
a vector for the return time series
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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