modelData: Extract Dataset Created by specifyModel

In AndreMikulec/econModel: Meaningful Social and Economic Data from ALFRED and elsewhere

Description

This is a re-implementation of the R CRAN package quantmod
function modelData. This includes the additional flexiblity that
data.window also can be a list of character vectors.

Extract from a quantmod object the dataset
created for use in modeling.

specifyModel creates a zoo object for use in subsequent
workflow stages (buildModel, tradeModel) that
combines all model inputs, from a variety of sources,
into one model frame.

modelData returns this object.

Usage

modelData(x, data.window = NULL, exclude.training = FALSE)

Arguments

x	A quantmod object. Required.
data.window	Default is NULL. A vector of subset start and end dates to return. Alternately, this can be a list of such vectors.
exclude.training	Logical. Default is FALSE. Remove the training period.

Details

When a model is created by specifyModel,
it is attached to the returned object.
One of the slots of this S4 class is model.data.

Value

An object of class zoo containing all transformations to data specified in specifyModel.

Author(s)

Andre Mikulec (re-implementation)

Jeffrey A. Ryan

AndreMikulec/econModel documentation built on June 30, 2021, 9:48 a.m.