jubilee (version 0.3.3)

triangle: Methods of triangular wave model

Description

Methods of triangular wave model

Usage

triangle(t, p)
tri.wave.s(object, t)
tri.wave.a(object, t)
tri.wave.y(object, t)
tri.wave.x(object, t)
tri.wave.logr.y(object, t, p)
tri.wave.logr(object, t, p)
tri.wave.logr.semi(object, t)
tri.wave.logr.quarter(object, t)

Arguments

t

the time vector in fraction

p

the period of the triangle wave

object

the object of tri.wave class

Value

numeric

References

See Section 4 of Stephen H.T. Lihn, "Jubilee Tectonic Model: Forecasting Long-Term Growth and Mean Reversion in the U.S. Stock Market." Available at http://dx.doi.org/10.2139/ssrn.3156574

Examples

# NOT RUN {
  w <- tri.wave()
  t <- seq(1900, 2000, by=1)
  tri.wave.y(w, t)

# }