realizedObject {realized} | R Documentation |
Creates an object of type realizedObject to be passed to most of the functions from the realized library
realizedObject(x, cts = TRUE, makeReturns = FALSE, millisstart = 34200000, millisend = 57600000)
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 <spayseur@u.washington.edu>
# see users manual