N-Factor Commodity Pricing Kalman Filter
'r lifecycle::badge("deprecated")'
This function was deprecated due to a change in the name of the function to adhere to the tidyverse style guide.
NFCP.Kalman.filter( parameter.values, parameters, log.futures, dt, TTM, verbose = FALSE, debugging = FALSE )
output <- NFCP.Kalman.filter( parameter.values = SS.Oil$Two.Factor, parameters = names(SS.Oil$Two.Factor), log.futures = log(SS_oil$stitched_futures), TTM = SS_oil$stitched_TTM, dt = SS_oil$dt, verbose = FALSE) ## -> output <- NFCP_Kalman_filter( parameter_values = SS_oil$two_factor, parameter_names = names(SS_oil$two_factor), log_futures = log(SS_oil$stitched_futures), futures_TTM = SS_oil$stitched_TTM, dt = SS_oil$dt, verbose = FALSE)
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