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Spot.Price.Forecast

Forecast N-Factor Model Spot Prices


Description

'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.

Usage

Spot.Price.Forecast(X.0, parameters, t, Percentiles = NULL)

Examples

output <- Spot.Price.Forecast(X.0 = c(3,0),
                  parameters = SS_oil$two_factor,
                  t = seq(0,9,1/12),
                  Percentiles = c(0.1, 0.9))

## ->

output <- spot_price_forecast(x_0 = c(3,0),
                   parameters = SS_oil$two_factor,
                   t = seq(0,9,1/12),
                   percentiles = c(0.1, 0.9))

NFCP

N-Factor Commodity Pricing Through Term Structure Estimation

v1.0.1
GPL-3
Authors
Thomas Aspinall [aut, cre] (<https://orcid.org/0000-0002-6968-1989>), Adrian Gepp [aut] (<https://orcid.org/0000-0003-1666-5501>), Geoff Harris [aut] (<https://orcid.org/0000-0003-4284-8619>), Simone Kelly [aut] (<https://orcid.org/0000-0002-6528-8557>), Colette Southam [aut] (<https://orcid.org/0000-0001-7263-2347>), Bruce Vanstone [aut] (<https://orcid.org/0000-0002-3977-2468>)
Initial release

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