stena

Interactively analyze the effect of h on the R package bfast breakpoints with a d3.js visualization using rCharts.

Original R bfast code from blog post

For a better understanding of bfast please see the following paper.

	############################################################
	## Using Genetic Algorithms in Quantitative Trading
	##
	## [email protected] - Mar 2014
	############################################################
	library(PerformanceAnalytics)
	library(rgenoud)
	library(quantmod)
	library(TTR)

	# -- coding: cp1252 --

	# Minimize a continuous differentialble multivariate function. Starting point
	# is given by "X" (D by 1), and the function named in the string "f", must
	# return a function value and a vector of partial derivatives. The Polack-
	# Ribiere flavour of conjugate gradients is used to compute search directions,
	# and a line search using quadratic and cubic polynomial approximations and the
	# Wolfe-Powell stopping criteria is used together with the slope ratio method
	# for guessing initial step sizes. Additionally a bunch of checks are made to
	# make sure that exploration is taking place and that extrapolation will not

	// Use Gists to store code you would like to remember later on
	console.log(window); // log the "window" object to the console