ModelMethods: Model methods

In raphael210/RFactorModel: A quantative tool for investment by factor Model

Description

Get the objects of RebDates, TS, TSF, TSR, TSFR, TSFRM through a modelPar object.

Usage

Model.RebDates(modelPar)

Model.TS(modelPar)

Model.TSR(modelPar)

Model.TSF(modelPar)

Model.TSF_byTS(modelPar, TS)

Model.TSFR(modelPar)

Model.TSFs(MPs, nm = names(MPs))

Model.TSFRs(MPs, nm = names(MPs))

Model.TSFs_byTS(MPs, TS, nm = names(MPs))

Arguments

modelPar	a modelPar object
TS	a TS or TSR object
MPs
nm	a character string, specificating the names of the returned list

Value

Model.RebDates return a RebDates object(See detail in getRebDates).

Model.TS return a TS object(See detail in getTS).

Model.TSR return a TSR object(See detail in getTSR)

Model.TSF get a TSF object by modelPar directly.(See detail in getTSF)

Model.TSF_byTS get the TSF(or TSFR) object by modelPar and TS(or TSR).

Model.TSFR return a TSFR object(See detail in getTSR and getTSF)

Model.TSFs return a named list of TSF object, whose elements is coresponding to the elements of MPs

Model.TSFRs return a named list of TSFR object, whose elements is coresponding to the elements of MPs

Model.TSFs_byTS return a named list of TSF(or TSFR) object, whose elements is coresponding to the elements of MPs

Note

Function Model.TSF_byTS is offen used when getting TS is time costly, or when test different factor related parametres frequently. Note that if parametre TS is a TSR object, then Model.TSF_byTS return a TSFR object, else return a TSF object.

Function Model.TSFs_byTS is offen used when getting TS is time costly, or when test different factor related parametres frequently. Note that if parametre TS is a TSR object, then Model.TSFs_byTS return a list of TSFR object, else return a list of TSF object.

Author(s)

Ruifei.Yin

Examples

modelPar <- modelPar.default()

# -- get the RebDates object
RebDates <- Model.RebDates(modelPar)
# -- get the TS object
TS <- Model.TS(modelPar)
# -- get the TSR object
TSR <- Model.TSR(modelPar)
# -- get the TSF object
TSF <- Model.TSF(modelPar)
# -- get the TSF object by TS
TS <- Model.TS(modelPar)
TSF <- Model.TSF_byTS(modelPar,TS)
# -- get the TSFR object by TSR
TSR <- Model.TSR(modelPar)
TSFR <- Model.TSF_byTS(modelPar,TSR)
# -- get the TSFR object
TSFR <- Model.TSFR(modelPar)
# -- get the TSFs list
factorIDs <- c("F000001","F000002","F000005")
FactorLists <- buildFactorLists_lcfs(factorIDs)
MPs <- getMPs_FactorLists(FactorLists, modelPar.default())
TSFs <- Model.TSFs(MPs)
# -- get the TSFRs list
TSFRs <- Model.TSFRs(MPs)
# -- get the list by TS and TSR
TSFs <- Model.TSFs_byTS(MPs, TS)
TSFRs <- Model.TSFs_byTS(MPs, TSR)

raphael210/RFactorModel documentation built on May 26, 2019, 11:06 p.m.