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Learning Quantitative Finance with R

You're reading from   Learning Quantitative Finance with R Implement machine learning, time-series analysis, algorithmic trading and more

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Product type Paperback
Published in Mar 2017
Publisher Packt
ISBN-13 9781786462411
Length 284 pages
Edition 1st Edition
Languages
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Authors (2):
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PRASHANT VATS PRASHANT VATS
Author Profile Icon PRASHANT VATS
PRASHANT VATS
Dr. Param Jeet Dr. Param Jeet
Author Profile Icon Dr. Param Jeet
Dr. Param Jeet
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Toc

Table of Contents (10) Chapters Close

Preface 1. Introduction to R 2. Statistical Modeling FREE CHAPTER 3. Econometric and Wavelet Analysis 4. Time Series Modeling 5. Algorithmic Trading 6. Trading Using Machine Learning 7. Risk Management 8. Optimization 9. Derivative Pricing

Loop control statements

There are control statements that can change the normal sequence of execution. break and next are loop control statements, and we will briefly discuss these control statements here.

break

break terminates the loop and gives control to the next following statement of the loop; for example:

>Vec <- c("Hello") 
>counter <- 5 
>repeat { 
>+   print(Vec) 
>+   counter <- counter + 1 
>+   if(counter > 8) { 
>+      break 
>+   } 
>+} 

As a result of the break statement, when the preceding statement gets executed, it prints Hello four times and then leaves the loop. repeat is another loop construct that keeps executing unless a stop condition is specified.

next

next does not terminate the loop, but skips the current iteration of the flow and goes to the next iteration. See the following example:

>Vec <- c(2,3,4,5,6) 
>for ( i in Vec) { 
>+   if (i == 4) { 
>+      next 
>+   } 
>+   print(i) 
>+} 

In the preceding example, when the iteration goes to the third element of vector Vec, then the control skips the current iteration and goes back to the next iteration. So, when the preceding statement gets executed, it prints vector elements 2, 3, 5, and 6, and skips 4.

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