auto_rate_lowest function

Perform rolling regression and rank from ABSOLUTE lowest to highest

Perform rolling regression and rank from ABSOLUTE lowest to highest

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

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

Arguments

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

Returns

a list object with appended class auto_rate_lowest

Details

This is an internal function for auto_rate()