Description Usage Arguments Details Value Author(s) Examples
Creates an object of type realizedObject to be passed to most of the functions from the realized library
1 | realizedObject(x, cts = TRUE, makeReturns = FALSE, millisstart = NA, millisend = NA)
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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 |
See user's manual.
Object of type realizedObject
Scott Payseur <scott.payseur@gmail.com>
1 | # see users manual
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