add.distribution.constraint: Adds a constraint on 2 distributions within a paramset

In quantstrat: Quantitative Strategy Model Framework

Description

Creates a constraint on 2 distributions in a paramset, i.e. a restriction limiting the allowed combinations from the ranges for distribution 1 and distribution 2.

Usage

add.distribution.constraint(strategy, paramset.label, distribution.label.1,
  distribution.label.2, operator, label, store = TRUE)

Arguments

strategy	the name of the strategy object to add the constraint to
paramset.label	a label uniquely identifying the paramset within the strategy
distribution.label.1	a label identifying the first distribution
distribution.label.2	a label identifying the second distribution
operator	an operator specifying the relational constraint between the 2 distributions
label	a label uniquely identifying the constraint within the paramset
store	indicates whether to store the strategy in the .strategy environment

Author(s)

Jan Humme

See Also

add.distribution, delete.paramset, apply.paramset

quantstrat documentation built on May 31, 2017, 2:35 a.m.