buildData: Create Data Object for Modelling

In quantmod: Quantitative Financial Modelling Framework

Create Data Object for Modelling

Description

Create one data object from multiple sources, applying transformations via standard R formula mechanism.

Usage

buildData(formula, na.rm = TRUE, return.class = "zoo")

Arguments

formula	an object of class formula (or one that can be coerced to that class): a symbolic description of the desired output data object, with the dependent side corresponding to first column, and the independent parameters of the formula assigned to the remaining columns.
na.rm	drop rows with missing values?
return.class	one of "zoo","data.frame","ts","timeSeries"

Details

Makes available for use outside the quantmod workflow a dataset of appropriately transformed variables, using the same mechanism underlying specifyModel. Offers the ability to apply transformations to raw data using a common formula mechanism, without having to explicitly merge different data objects.

Interally calls specifyModel followed by modelData, with the returned object being coerced to the desired 'return.class' if possible, otherwise returns a zoo object.

See getSymbols and specifyModel for more information regarding proper usage.

Value

An object of class return.class.

Author(s)

Jeffrey A. Ryan

See Also

getSymbols, specifyModel, modelData

Examples

## Not run: 
  buildData(Next(OpCl(DIA)) ~ Lag(TBILL) + I(Lag(OpHi(DIA))^2))
  buildData(Next(OpCl(DIA)) ~ Lag(TBILL), na.rm=FALSE)
  buildData(Next(OpCl(DIA)) ~ Lag(TBILL), na.rm=FALSE, return.class="ts")

## End(Not run)

quantmod documentation built on May 29, 2024, 8:03 a.m.