[R-SIG-Finance] Compute jump test statistic
G See
gsee000 at gmail.com
Mon Jun 18 23:29:48 CEST 2012
A csv does not contain R objects. How did you read the csv into R?
On Mon, Jun 18, 2012 at 3:24 PM, cursethiscure
<caolan.harvey6 at mail.dcu.ie> wrote:
> 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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