Description Usage Arguments Examples
factorlists recommend
1 2 | reg.factorlists_recommend(indexID, begT, endT, rebFreq = "month",
rsqBar = 1, forder)
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indexID |
is index ID. |
1 2 3 4 5 6 7 8 9 10 | ##################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")
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