fGarch: Interfaces for fGarch package for data science pipelines.

Description Usage Arguments Details Value Author(s) Examples

Description

Interfaces to fGarch functions that can be used in a pipeline implemented by magrittr.

Usage

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Arguments

data

data frame, tibble, list, ...

...

Other arguments passed to the corresponding interfaced function.

Details

Interfaces call their corresponding interfaced function.

Value

Object returned by interfaced function.

Author(s)

Roberto Bertolusso

Examples

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## Not run: 
library(intubate)
library(magrittr)
library(fGarch)


## ntbt_garchFit: Univariate GARCH Time Series Fitting
N <- 200
x.vec <- as.vector(garchSim(garchSpec(rseed = 1985), n = N)[,1])

## Original function to interface
garchFit(~ garch(1,1), data = x.vec, trace = FALSE)

## The interface puts data as first parameter
ntbt_garchFit(data = x.vec, ~ garch(1,1), trace = FALSE)

## so it can be used easily in a pipeline.
x.vec %>%
  ntbt_garchFit(~ garch(1,1), trace = FALSE)

## End(Not run)

intubate documentation built on May 30, 2017, 5:49 a.m.