LIHNPSD (version 0.2.1)

psdmagnitude: A simplistic algorithm of estimating magnitude of shock

Description

A simplistic algorithm of estimating magnitude of shock

Usage

psdmagnitude(d, r, step=0.1)

Arguments

d

A fully specified PSD S3 object

r

Log-return of the day

step

Fractional k step for the precision of the estimate, default is 0.1.

Value