pteetor

#'
#' Default value for `NULL`
#'
#' This infix function makes it easy to replace `NULL`s with a default
#' value. It's inspired by the way that Ruby's or operation (`||`)
#' works.
#'
#' @param x,y If `x` is NULL, will return `y`; otherwise returns `x`.
#' @export
#' @name op-null-default

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#'
#'  Type-check a function parameter
#'
#'  Stops if variable type is wrong.
#'
#'  \code{decl} is a simple, fast type checker,
#'  and should be used when speed matters,
#'  such as in low-level functions.
#'  \code{declare} is more powerful and implements
#'  a convenient syntax for richer types.

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#' @export
fatal = function(..., sep = " ", caller = NULL) {
  caller <- caller %||% as.list(sys.call(-1))[[1]]
  msg <- paste0("[", caller, "] ", paste(..., sep = sep))
  stop(msg, call. = FALSE)
}

#' @export
fatalIf = function(cond, ..., caller = NULL) {
  if (cond) {

pteetor

---
title: "Barrier Breach Simulation"
author: "Paul Teetor"
date: "June 2022"
output: html_document
params:
  annualVol: 0.20
  annualDrift: 0.0
  term: 30   # In days
  startPrice: 100

pteetor

#
# Demonstration of bootstrapping AR(1) residuals,
# using the AirPassergers data.
#
# This code performs a simple bootstrap, not a
# block bootstrap, because it assumes the model's residuals
# are independent. If your residuals exhibit autocorrelation,
# then a block bootstrap would be more appropriate.
# (However, if your residuals *do* show autocorrelation,
# then your time series model needs improvement.)

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#
# One-factor model of spread using DLM package
#
# Model in discrete form:
#
#   y[t] = a + b*s[t] + u[t]
#   s[t] = c*s[t-1] + v[t]
#
# Model in matrix form:
#

pteetor

#
# This is a toy example of splitting an R application
# into three distinct parts:
#
#   - Loading the data
#   - Calculating the analytics
#   - Rendering an RMarkdown document
#
# Note: The RMarkdown doc appears in a companion file, toyDoc.Rmd.
#