R/predict.tsfmUpDn.r

In braverock/factorAnalytics: Factor Analytics for Asset Return Data

#' @title Predicts asset returns based on a fitted up and down market time series factor model
#' 
#' @description S3 \code{predict} method for object of class \code{tsfmUpDn}. It 
#' calls the \code{predict.tsfm} method for a list object of \code{Up} and \code{Dn}
#' 
#' @param object an object of class \code{tsfmUpDn} produced by \code{fitTsfmUpDn}.
#' @param ... optional arguments passed to \code{predict.lm} or
#' \code{\link[robustbase]{predict.lmrob}}, such as \code{se.fit}, or, to 
#' \code{\link[lars]{predict.lars}} such as \code{mode}.
#' 
#' @return 
#' \code{predict.tsfmUpDm} produces a list of \code{Up} and \code{Dn}. Both \code{Up} and \code{Dn} contain a 
#' vector or a matrix of predictions.
#' 
#' @author Yi-An Chen and Sangeetha Srinivasan
#' 
#' @seealso \code{\link{predict.tsfm}},\code{\link{fitTsfmUpDn}}, \code{\link{summary.tsfmUpDn}}
#' 
#' @examples
#'  # load data
#' data(managers, package = 'PerformanceAnalytics')
#' 
#' # fit the factor model with LS. example: Up and down market factor model with LS fit
#' fitUpDn <- fitTsfmUpDn(asset.names = colnames(managers[,(1:6)]),
#'                        mkt.name = "SP500 TR",
#'                        data = managers, 
#'                        fit.method = "LS")
#'  
#' predict(fitUpDn)
#' 
#' @method predict tsfmUpDn
#' @export
#' 

predict.tsfmUpDn <- function(object,...) {
  uD.list <- lapply(object[1:2],predict,...)
  return(uD.list)
}