mv_reg: Multi-variate regression
In alejandro-sotolongo/InvestmentSuite: Investment Asset and Portfolio Time-Series Analysis
Description
Usage
Arguments
Details
Value
View source: R/QuantAnalysis.R
Description
Multi-variate regression
Usage
1
mv_reg(y, x, freq)
Arguments
y
data.frame time-series of one or more dependent variables
x
data.frame time-series one or more indepedent variables
freq
character to represent frequency, both time-series will be
converted to the specified frequency
Details
y variables are split and combined with x variables to
apply a lm model on each dataset.
Value
list of fits from lm function
alejandro-sotolongo/InvestmentSuite documentation built on Jan. 19, 2020, 5:20 p.m.
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Description Usage Arguments Details Value
View source: R/QuantAnalysis.R
Description
Multi-variate regression
Usage
1 | mv_reg(y, x, freq)
|
Arguments
y |
data.frame time-series of one or more dependent variables |
x |
data.frame time-series one or more indepedent variables |
freq |
character to represent frequency, both time-series will be converted to the specified frequency |
Details
y variables are split and combined with x variables to
apply a lm model on each dataset.
Value
list of fits from lm function
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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