dm_learn: DM Learn

In learnfin/learnfin: Statistical Learning Methods for Financial Decision Making

Description

Implements different data mining algorithms (SVM, CIT and DT).

Usage

dm_learn(raw_data, model_name = "svm", CallPut = "call", randseed = 0,
  export_plots = FALSE, ...)

Arguments

raw_data	The option data set given in the format of uslfin_ds_1.
model_name	The name of the data mining model to use. Currently there are three options: Support Vector Machine ("svm") of e1071 package, Decision Tree ("dt") of rpart package and Conditional Inference Tree ("cit") of the partykit package.
CallPut	It denotes whether to use the call or put options.
randseed	To set the randomness seed to a known value. Good for reproducibility.
...	Parameters to pass to data mining algorithm functions. (See individual functions for further explanations.)

learnfin/learnfin documentation built on May 20, 2019, 11:29 p.m.