Generate forward and backward investment windows around unique invest dates.
Source:R/ffs_window.R
ff_hfid_invest_window.Rd
Generate forward and backward window.
Usage
ff_hfid_invest_window(
df_invdates_uniq,
it_window_forward = 3,
it_window_backward = 3,
bl_forward_include_imth = FALSE,
bl_backward_include_imth = FALSE
)
Arguments
- df_invdates_uniq
Dataframe with investments unique dates, see Step B of PrjThaiHFID-issue-1.
- it_window_forward
Integer forward window period count
- it_window_backward
Integer backward window period count
- bl_forward_include_imth
Boolean includes start invest border period in forward window, if invest window is start 2, end 4, if
bl_forward_include_imth=TRUE
, then forward window will be inclusive of invest end period 4.- bl_backward_include_imth
Boolean includes start invest border period in backward window, see
bl_forward_include_imth
.
Author
Fan Wang, http://fanwangecon.github.io