realizedObject: realizedObject

Description Usage Arguments Details Value Author(s) Examples

View source: R/realized.R

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 <[email protected]>

Examples

1
# see users manual

realized documentation built on May 31, 2017, 4:57 a.m.