fittedModel {quantmod} | R Documentation |
quantmod Fitted Objects
Description
Extract and replace fitted models from
quantmod
objects built with
buildModel
. All objects fitted
through methods specified in buildModel
calls can be extracted for further analysis.
Usage
fittedModel(object)
## S3 method for class 'quantmod'
formula(x, ...)
## S3 method for class 'quantmod'
plot(x, ...)
## S3 method for class 'quantmod'
coefficients(object, ...)
## S3 method for class 'quantmod'
coef(object, ...)
## S3 method for class 'quantmod'
residuals(object, ...)
## S3 method for class 'quantmod'
resid(object, ...)
## S3 method for class 'quantmod'
fitted.values(object, ...)
## S3 method for class 'quantmod'
fitted(object, ...)
## S3 method for class 'quantmod'
anova(object, ...)
## S3 method for class 'quantmod'
logLik(object, ...)
## S3 method for class 'quantmod'
vcov(object, ...)
Arguments
object |
a |
x |
a suitable object |
... |
additional arguments |
Details
Most often used to extract the final fitted object of the modelling process, usually for further analysis with tools outside the quantmod package.
Most common methods to apply to fitted objects
are available to the parent quantmod
object. At present, one can call directly the
following S3 methods on a built model as if
calling directly on the fitted object.
See *Usage* section.
It is also possible to add a fitted model to an object. This may be of value when applying heuristic rule sets for trading approaches, or when fine tuning already fit models by hand.
Value
Returns an object matching that returned
by a call to the method specified in
buildModel
.
Note
The replacement function fittedModel<-
is highly experimental, and may or may not
continue into further releases.
The fitted model added must use the
same names as appear in the quantmod
object's dataset.
Author(s)
Jeffrey A. Ryan
See Also
Examples
## Not run:
x <- specifyModel(Next(OpCl(DIA)) ~ OpCl(VIX))
x.lm <- buildModel(x,method='lm',training.per=c('2001-01-01','2001-04-01'))
fittedModel(x.lm)
coef(fittedModel(x.lm))
coef(x.lm) # same
vcov(fittedModel(x.lm))
vcov(x.lm) # same
## End(Not run)