tbr_binom_window

column containing "success" and "failure" observations as 0 or 1

tcolumn

character, one of "years", "months", "weeks", "days", "hours",
"minutes", "seconds"

unit

numeric, describing the length of the time window.

numeric, probability of a type 1 error, so confidence
coefficient = 1-alpha

alpha

Binomial test based on time window

internal

Provides rolling statistical functions based
on date and time windows instead of n-lagged observations.

Michael Schramm

tbrf

Time-Based Rolling Functions

Frank Harrell

tbr_binom_window function

<dl><dt>x</dt>
<dd>column containing "success" and "failure" observations as 0 or 1</dd>
<dt>tcolumn</dt>
<dd>formatted time column</dd>
<dt>unit</dt>
<dd>character, one of "years", "months", "weeks", "days", "hours",
"minutes", "seconds"</dd>
<dt>n</dt>
<dd>numeric, describing the length of the time window.</dd>
<dt>i</dt>
<dd>rows</dd>
<dt>alpha</dt>
<dd>numeric, probability of a type 1 error, so confidence
coefficient = 1-alpha</dd></dl>

Arguments

Binomial test based on time window — tbr_binom_window

<dl>

<dt>x</dt>
<dd>column containing "success" and "failure" observations as 0 or 1</dd>


<dt>tcolumn</dt>
<dd>formatted time column</dd>


<dt>unit</dt>
<dd>character, one of "years", "months", "weeks", "days", "hours",
"minutes", "seconds"</dd>


<dt>n</dt>
<dd>numeric, describing the length of the time window.</dd>


<dt>i</dt>
<dd>rows</dd>


<dt>alpha</dt>
<dd>numeric, probability of a type 1 error, so confidence
coefficient = 1-alpha</dd>

</dl>

tbr_binom_window: Binomial test based on time window

Description

Usage

Value

Arguments