Rolling Linear Regression
Rolling linear regression calculates regression coefficients over n past paired values.
Others return numeric vector
roll_lm(x, y, n) roll_correlation(x, y, n)
x, y |
numeric vectors |
n |
window size |
roll_lm returns data.table with columns alpha, beta, r, r.squared
Other technical indicators: bbands,
crossover, ema,
roll_percent_rank,
roll_range, roll_sd,
roll_volume_profile, rsi,
sma, stochastic
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