Displaying 1 result from an estimated 1 matches for "loopsnumber".
2011 Oct 22
1
Help w/an old R program I've rediscovered and want to make work
...Any help - I must have written this, and with help, years
ago, as my comments aren't terribly helpful - would be deeply appreciated.
Also, any more efficient way of writing what is probably cumbersome and
spagetti-ish would be helpful.
pce369
## code begins below ##
# simulation parameters
LoopsNumber <- 10000 # number of iterations
WindowPeriod <- 20 # 20 unit returns
# data input area
data <- read.table("gspc.txt",header=T) #gspc.txt is a column of returns
under gspc header
# main
PeriodsNumber <- trunc(length(data$gspc)/WindowPeriod) # above will...