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posvector1
2009 Aug 10
0
Speeding up a bootstrap routine
...nts to the code to increase its speed?
boot_white_test <- function(data) {
detrendedreturns <- data[,1]; # creates a separate column vector of
detrended returns (preparation for multiplication that follows)
posvector1 <- data[,2]; # creates a column of position vectors for smoothed
price
posvector2 <- data[,3]; # creates a column of position vectors for 2 bar
prediction
posvector3 <- data[,4]; # creates a column of position vectors for 5 bar
prediction
actualreturns1 <- detrendedreturns*posvector1;
actualreturns2 <- detrendedreturns*posvector2;
actualreturns3 <- detrendedretur...