[R-SIG-Finance] Compute jump test statistic

cursethiscure caolan.harvey6 at mail.dcu.ie
Mon Jun 18 22:24:30 CEST 2012


Sorry please find the outads data attached as a csv file.

 For the max(1, MedRQ/MedRV^2))

 where MedRQ/MedRV is: `outads$medrq/(outads$medrv^2) -> outads$denom2`
 in the csv file.

 I am trying to return the maximum of either 1 or MedRQ/MedRV^2 (i'm
 aware all values are greater than 1, but this needs to be applied to
 other data sets) but I do not know how to maximise a constant against
 time-series sequence. Everything else is ok. I just dont know how to
 return this argument http://r.789695.n4.nabble.com/file/n4633741/outads.csv
outads.csv 

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