realizedObject {realized}R Documentation

realizedObject

Description

Creates an object of type realizedObject to be passed to most of the functions from the realized library

Usage

realizedObject(x, cts = TRUE, makeReturns = FALSE, millisstart = 34200000, millisend = 57600000)

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 <spayseur@u.washington.edu>

Examples

# see users manual


[Package realized version 0.81 Index]