ldhmm.df2ts {ldhmm} | R Documentation |
Utility to standardize timeseries from data.frame to xts
Description
This utility converts the df input to an xts object with columns and statistics required for the fitting/plot utility in the ecd package. The require columns are Date, Close, logr. This utility can also be used to convert the input from Quandl.
Usage
ldhmm.df2ts(
df,
date_format = "%m/%d/%Y",
dt = "Date",
col_in = "Close",
col_out = "Close",
do.logr = TRUE,
rnd.zero = 0.01
)
Arguments
df |
Data.frame of the time serie |
date_format |
Character, date format of the input date column.
It can be NULL to indicate no date conversion is needed.
Default: " |
dt |
Character, the name of the input date column. Default: "Date" |
col_in |
Character, the name of the input closing price column. Default: "Close" |
col_out |
Character, the name of the output closing price column. Default: "Close" |
do.logr |
logical, if |
rnd.zero |
numeric, a small random factor (scaled to sd of logr) to avoid an unreal peak of zero log-returns. |
Value
The xts object for the time series
Examples
## Not run:
ldhmm.df2ts(df)
## End(Not run)