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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...