auto_rate_highest function

Perform rolling regression and rank from ABSOLUTE highest to lowest

Perform rolling regression and rank from ABSOLUTE highest to lowest

i.e. ignores sign. should only be used when rates are all negative or all positive

auto_rate_highest(dt, width, by = "row")

Arguments

  • dt: data.frame object.
  • width: numeric.
  • by: string.

Returns

a list object with appended class auto_rate_highest

Details

This is an internal function for auto_rate()