run_reg: Wrapper for running linear regression

Description Usage Arguments Value

View source: R/QuantAnalysis.R

Description

Wrapper for running linear regression

Usage

1
run_reg(y, x, rf, freq, net_y = TRUE, net_x = FALSE)

Arguments

y

data.frame of time-series of depedent variables

x

data.frame of time-series of indepedent variables

freq

model frequency

net_y

boolean vector to net risk-free from each y variable

net_x

boolean vector to net risk-free from each x variable

Value

list with regression output


alejandro-sotolongo/InvestmentSuite documentation built on Jan. 19, 2020, 5:20 p.m.