buildModel {quantmod} | R Documentation |
Construct and attach a fitted model of type method
to quantmod
object.
buildModel(x, training.per, method, ...)
x |
An object of class quantmod created with specifyModel or
an R formula |
training.per |
character vector representing dates in ISO 8601 format of length 2, e.g. c('1992-01-01','1992-04-01') |
method |
A character string naming the fitting method. See details section for available methods, and how to create new methods. |
... |
Additional arguments to method call |
Currently available methods include:
lm, glm, loess, step, ppr, rpart[rpart], tree[tree], randomForest[randomForest], mars[mda], polymars[polspline], lars[lars], rq[quantreg], lqs[MASS], rlm[MASS], svm[e1071], and nnet[nnet].
Additional methods wrappers can be created to allow for modelling
using custom functions. The only requirements are for a wrapper
function to be constructed taking parameters quantmod
,
training.data
, and .... The function must return the
fitted model object and have a predict method available.
It is possible to add predict methods if non exist by
adding an S3 method for predictModel. The
buildModel.skeleton
function can be used for new methods.
An object of class quantmod
with fitted model attached
See buildModel.skeleton
for information on adding additional methods
Jeffrey Ryan
## Not run: getSymbols('QQQQ',src='yahoo') q.model = specifyModel(Next(OpCl(QQQQ)) ~ Lag(OpHi(QQQQ),0:3)) buildModel(q.model,method='lm',training.per=c('2006-08-01','2006-09-30')) ## End(Not run)