extract: Convenience function to extract data from a model
In grayclhn/oosanalysis-R-library: Pseudo out-of-sample forecasting

Description Usage Arguments Details Value Author(s) References See Also Examples

Convenience function to extract data from a model.

1 2	extract_target(model, dataset) extract_predictors(model, dataset)

`model`	A function that takes a data frame as its argument and returns an object that has a `terms` method.
`dataset`	A data frame.

text

For extract_target, a vector that contains the values from dataset of the dependent variable specified in model. For extract_predictors, the same thing but now the model.matrix of the predictors.

Gray Calhoun <gcalhoun@iastate.edu>

Calhoun, G. 2011, Documentation appendix: An asymptotically normal out-of-sample test of equal predictive accuracy for nested models. Unpublished manuscript.

mixedwindow, clarkwest, terms, model.matrix

model <- function(d) lm(y ~ x, data = d)
dataset <- data.frame(y = rnorm(10), x = rnorm(10))


all.equal(extract_target(model, dataset), dataset$y,
          check.attributes = FALSE)



all.equal(extract_predictors(model, dataset),
          cbind(1, dataset$x), check.attributes = FALSE)