reg.factorlists_recommend: factorlists recommend

In QuantAndrew/quantbox: Auxiliary toolbox for quant research.

Description

factorlists recommend

Usage

reg.factorlists_recommend(indexID, begT, endT, rebFreq = "month",
  rsqBar = 1, forder)

Arguments

indexID

is index ID.

Examples

##################get the recommended factorLists of last 12 months##########
begT <- Sys.Date()-lubridate::years(1)
endT <- Sys.Date()-1
indexID <- 'EI000905'
FactorLists <- reg.factorlists_recommend(indexID,begT,endT)
##################get the recommended factorLists of last 4 weeks##########
begT <- Sys.Date()-months(1)
endT <- Sys.Date()-1
indexID <- 'EI000985'
FactorLists <- reg.factorlists_recommend(indexID,begT,endT,rebFreq = "week")

QuantAndrew/quantbox documentation built on May 8, 2019, 3:50 a.m.