factor_descriptive_statistics: Factor descriptive statistics

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

Description

draw factor's histogram and boxplot,and summarize factor's statistics value.

Usage

chart.Fct_hist(TSF, sample = NULL, bins = NULL, ncol = NULL)

chart.Fct_density(TSF, sample = NULL)

chart.Fct_box(TSF, sample = NULL)

table.Fct_descr(TSF, sample = NULL)

MF.chart.Fct_hist(mTSF, sample = NULL)

MF.chart.Fct_density(mTSF, sample = NULL, ncol = NULL)

MF.chart.Fct_box(mTSF, sample = NULL, ncol = NULL)

MF.table.Fct_descr(mTSF, sample = NULL)

MF.chart.Fct_corr(mTSF, Nbin, out_type = c("mat", "seri"))

MF.table.Fct_corr(mTSF, Nbin, out_type = c("mat", "seri"))

Arguments

Nbin	the number of the groups the timespan is cut to when plotting the scatter by time series.It could also be a character of interval specification,See cut.Date for detail. The default value is "day",which means no cutting, the scatters of every date are ploted.
out_type	"mat" or "seri"

Author(s)

Aming.Tao

Examples

mp <- modelPar.default()
TSF <- Model.TSF(mp)
chart.Fct_hist(TSF)
chart.Fct_box(TSF)
chart.Fct_density(TSF)
re <- table.Fct_descr(TSF)
#~~ multiple factor ~~
FactorLists <- buildFactorLists_lcfs(c("F000006","F000002","F000005"))
TS <- Model.TS(mp)
mTSF <- getMultiFactor(TS,FactorLists)
MF.chart.Fct_hist(mTSF)
MF.chart.Fct_box(mTSF)
MF.chart.Fct_density(mTSF)
re2 <- MF.table.Fct_descr(mTSF)
# ---  raw_factor_correlation
RebDates <- getRebDates(as.Date('2014-01-31'),as.Date('2016-09-30'))
TS <- getTS(RebDates,indexID = 'EI000985')
factorIDs <- c("F000006","F000008","F000012")
FactorLists <- buildFactorLists_lcfs(factorIDs,factorRefine=refinePar_default("scale"))
mTSF <- getMultiFactor(TS,FactorLists = FactorLists)
MF.chart.Fct_corr(mTSF)
MF.chart.Fct_corr(mTSF,Nbin='year')
MF.table.Fct_corr(mTSF)
MF.table.Fct_corr(mTSF,Nbin='year')

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