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costat (version 1.1-1)

COEFscale: Graphical aid for detecting clustering in optimization solutions.

Description

Performs similar function to COEFbothscale but treats the two linear combination coefficients separately rather than in one go.

Usage

COEFscale(l, plotclustonly = FALSE, plotalphaonly = FALSE)

Arguments

l
Results returned from findstysols, or merged solution sets from mergexy
plotclustonly
If TRUE then only the results of the hierarchical clustering are plotted.
plotalphaonly
If TRUE then only the results of the first linear combination function are plotted.

Value

  • Nothing of interest

Details

Usually we recommend the use of COEFbothscale as the solution sets come in pairs and should be treated as a pair in analysis.

References

`Costationary and stationarity tests for stock index returns' by Cardinali and Nason

See Also

COEFbothscale, findstysols

Examples

Run this code
#
# See example in COEFbothscale
#

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