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DOC: Regression factor docstring fix

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dmichalowicz
2016-05-23 16:40:22 -04:00
parent 96ec1fd639
commit a446401d03
1 changed files with 13 additions and 9 deletions
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zipline/pipeline/factors/technical.py
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@@ -341,15 +341,19 @@ class RollingLinearRegressionOfReturns(CustomFactor, SingleInputMixin):
which regressions are computed.
This factor is designed to return five outputs:
- alpha, a factor that computes the intercepts of each regression.
- beta, a factor that computes the slopes of each regression.
- r_value, a factor that computes the correlation coefficient of each
regression.
- p_value, a factor that computes, for each regression, the two-sided
p-value for a hypothesis test whose null hypothesis is that the slope
is zero.
- stderr, a factor that computes the standard error of the estimate of
each regression.
- alpha, a factor that computes the intercepts of each regression.
- beta, a factor that computes the slopes of each regression.
- r_value, a factor that computes the correlation coefficient of each
regression.
- p_value, a factor that computes, for each regression, the two-sided
p-value for a hypothesis test whose null hypothesis is that the slope is
zero.
- stderr, a factor that computes the standard error of the estimate of each
regression.
For more help on factors with multiple outputs, see
:class:`zipline.pipeline.factors.CustomFactor`.
Example
-------