conformability error中文翻譯,conformability error是什么意思,conformability error發(fā)音、用法及例句
1、conformability error
conformability error發(fā)音
英: 美:
conformability error中文意思翻譯
常見(jiàn)釋義:
一致性誤差
conformability error相似詞語(yǔ)短語(yǔ)
1、confusability───混亂;混淆
2、conformably───adv.順從地;一致地
3、conformableness───一致性
4、construability───可施工性
5、confirmability───確定性
6、conformable───adj.一致的;順從的;適合的
7、conformability───n.一致;適合;順應
8、affordability check───可承受性檢查
9、unconformability───n.不整合現象,不整合性
2、求matlab中的price2ret函數代碼。。。
2014a版本matlab的代碼(方法:安裝matlab文件后搜索price2ret.m文件)
function [Returns,intervals] = price2ret(Prices,ticks,method)%PRICE2RET Convert prices to returns
%
% Syntax:
%
% [Returns,intervals] = price2ret(Prices)
% [Returns,intervals] = price2ret(Prices,ticks,method)
%
% Description:
%
% Compute returns from series of observations in levels (prices).
%
% Input Argument:
%
% Prices - Time series of nonnegative levels (price) data. Prices may be
% a vector or a matrix. If Prices is a vector, it represents a single
% series. If Prices is a numObs-by-numSeries matrix, it represents
% numObs observations of numSeries series, with observations across any
% row assumed to occur at the same time. The last observation of any
% series is assumed to be the most recent.
%
% Optional Input Arguments:
%
% ticks - A numObs-element vector of monotonically increasing observation
% times. Times may be either date numbers (day units), or decimal
% numbers in arbitrary units (e.g., yearly units). The default is
% 1:numObs.
%
% method - Character string indicating the compounding method used to
% compute the returns. If method is 'continuous', then continuously
% compounded returns are computed. If method is 'periodic', then simple
% periodic returns are computed. The default is 'continuous'.
%
% Output Arguments:
%
% Returns - Time series of returns. If Prices is a numObs-element
% vector, Returns is a numObs-1 vector with the same orientation. If
% Prices is a numObs-by-numSeries matrix, then Returns is a (numObs-1)-
% by-numSeries matrix.
%
% The ith continuously compounded return r(i) of price series p is:
%
% r(i) = log[p(i+1)/p(i)]/[ticks(i+1)-ticks(i)]
%
% The ith simple periodic return r(i) of price series p is:
%
% r(i) = [p(i+1)/p(i)-1]/[ticks(i+1)-ticks(i)]
%
% intervals - numObs-1 element vector of positive time intervals between
% observations. If ticks is empty or unspecified, all intervals are
% assumed to be 1.
%
% Example:
%
% % Plot daily returns for the Standard & Poor's composite, 1930-2008:
%
% load Data_SchwertStock
% returns = price2ret(DatasetDly.SP);
% plot(datesDly(2:end),returns)
% datetick('x')
%
% See also RET2PRICE.
% Copyright 1999-2010 The MathWorks, Inc.
% Check for a vector:
if numel(Prices) == length(Prices)
rowSeries = (size(Prices,1) == 1); % Flag row vector for row output
Prices = Prices(:);
else
rowSeries = false;
end
% Check for negative prices:
if any(Prices(:)
版權聲明: 本站僅提供信息存儲空間服務(wù),旨在傳遞更多信息,不擁有所有權,不承擔相關(guān)法律責任,不代表本網(wǎng)贊同其觀(guān)點(diǎn)和對其真實(shí)性負責。如因作品內容、版權和其它問(wèn)題需要同本網(wǎng)聯(lián)系的,請發(fā)送郵件至 舉報,一經(jīng)查實(shí),本站將立刻刪除。