realizedObject: realizedObject
In realized: Realized
Description
Usage
Arguments
Details
Value
Author(s)
Examples
Description
Creates an object of type realizedObject to be passed to most of the functions from the realized library
Usage
1
realizedObject(x, cts = TRUE, makeReturns = FALSE, millisstart = NA, millisend = NA)
Arguments
x
Either an S+ timeSeries or a list with $data that is prices or returns, and $ milliseconds
cts
Calendar time sampling or tick time sampling
makeReturns
If you pass prices you should have this set to T
millisstart
When does your integrated variance start 34200000 is 09:30
millisend
When does your integrated variance end 57600000 is 16:00
Details
See user's manual.
Value
Object of type realizedObject
Author(s)
Scott Payseur <scott.payseur@gmail.com>
Examples
1
# see users manual
realized documentation built on May 2, 2019, 6:47 p.m.
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Description Usage Arguments Details Value Author(s) Examples
Description
Creates an object of type realizedObject to be passed to most of the functions from the realized library
Usage
1 | realizedObject(x, cts = TRUE, makeReturns = FALSE, millisstart = NA, millisend = NA)
|
Arguments
x |
Either an S+ timeSeries or a list with $data that is prices or returns, and $ milliseconds |
cts |
Calendar time sampling or tick time sampling |
makeReturns |
If you pass prices you should have this set to T |
millisstart |
When does your integrated variance start 34200000 is 09:30 |
millisend |
When does your integrated variance end 57600000 is 16:00 |
Details
See user's manual.
Value
Object of type realizedObject
Author(s)
Scott Payseur <scott.payseur@gmail.com>
Examples
1 | # see users manual
|
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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