Displaying 2 results from an estimated 2 matches for "helpfunct".
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helpfult
2012 Mar 13
2
Definition of generic function for subclasses
Hi,
I am working on a project, which contains S4 classes and subclasses. Lets
assume the following organisation:
A: S4 Class
B,C: inherit from A
D,E,F,G: inherit from B
H,I: inherit from C
I want to define now a generic function, which returns me the name of the
class. I can now write the function with "A" in the signature. Is there any
reason to write the function for B,C, D,E,... with
2012 Jul 19
1
Switching log(J) to log(J+1) to avoid log(0) in HAR-RVJ model
...ficant
# alpha: a value between zero and one to indicate what
# h: integer, determining over how many periods the depend variable should
be aggregated. The default is 1, i.e. no aggregation is done, just one day.
# TODO ADD extra argument: jump-periods??? for aggregated jumps in the
model...
# Helpfunctions:
TQfun = function(rdata){ #Calculate the realized tripower quarticity
returns = as.vector(as.numeric(rdata));
n = length(returns);
mu43 = 0.8308609; # 2^(2/3)*gamma(7/6) *gamma(1/2)^(-1)
tq = n * ((mu43)^(-3)) * sum( abs(returns[1:(n - 2)])^(4/3)
*abs(returns[2:(n-1)])^(4/3) *ab...