bbdetection (version 1.0)

bb.summary.stat: Prints out the summary statistics of bull-bear states

Description

This function prints out (in console window) the summary statistics of bull-bear states. The outcome of this function is a table in LaTeX format.

Usage

bb.summary.stat(price, bull)

Arguments

price

a numeric vector of price values

bull

a logical vector that contains the states of the market. This vector is returned by function run_dating_alg or run_filtering_alg.

Value

A data frame that contains the descriptive statistics.

Examples

# NOT RUN {
{
library(zoo)
library(xtable)
library(ggplot2)
sp500 <- sp500m # choose the monthly data
price <- as.vector(coredata(sp500)) # retrieve prices
setpar_dating_alg(4, 6, 4, 16, 20) # parameters for monthly data
bull <- run_dating_alg(price) # detect the states
bb.summary.stat(price, bull)
}
# }