Description Usage Arguments Value Author(s) References Examples
View source: R/jointProbTable.R
Create a joint probability table for a series of trades
1 | jointProbTable(x, n=3, FUN=median, ...)
|
x |
A vector, data.frame, or matrix. |
n |
A number of bins to create for each column in
|
FUN |
The function used to assign a value to each bin. |
... |
Parameters to be passed to |
A lsp
object.
Joshua Ulrich
Vince, Ralph (2007) The Handbook of Portfolio Mathematics.
New York: John Wiley & Sons, Inc.
Vince, Ralph (2009) The Leverage Space Trading Model.
New York: John Wiley & Sons, Inc.
1 2 3 4 5 6 |
df <- data.frame(x=rnorm(10),y=rnorm(10))
jptMedian <- jointProbTable(df, n=c(2,3))
jptMean <- jointProbTable(df, FUN=mean)
jptMin <- jointProbTable(df, FUN=min)
jptMax <- jointProbTable(df, FUN=max)
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