triangle {jubilee} | R Documentation |
Methods of triangular wave model
Description
Methods of triangular wave model
Usage
triangle(t, p)
tri.wave.s(object, t)
tri.wave.a(object, t)
tri.wave.y(object, t)
tri.wave.x(object, t)
tri.wave.logr.y(object, t, p)
tri.wave.logr(object, t, p)
tri.wave.logr.semi(object, t)
tri.wave.logr.quarter(object, t)
Arguments
t |
the time vector in fraction |
p |
the period of the triangle wave |
object |
the object of |
Value
numeric
Author(s)
Stephen H. Lihn
References
See Section 4 of Stephen H.T. Lihn, "Jubilee Tectonic Model: Forecasting Long-Term Growth and Mean Reversion in the U.S. Stock Market." Available at http://dx.doi.org/10.2139/ssrn.3156574
Examples
w <- tri.wave()
t <- seq(1900, 2000, by=1)
tri.wave.y(w, t)
[Package jubilee version 0.3.3 Index]