lcdb_regtables: lcdb_regtables

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

Description

build and update local database's regression result tables

Usage

lcdb.build.RegTables(begT, endT, FactorLists)

lcdb.update.RegTables(begT, endT, FactorLists)

Arguments

begT	is begin date
endT	is end date
FactorLists	see example in buildFactorLists.

Examples

begT <- as.Date('2005-01-04')
endT <- as.Date('2009-12-31')
FactorLists <- buildFactorLists(
  buildFactorList(factorFun="gf.SIZE"),
  buildFactorList(factorFun="gf.GROWTH"),
  buildFactorList(factorFun="gf.TRADING"),
  buildFactorList(factorFun="gf.EARNINGYIELD"),
  buildFactorList(factorFun="gf.VALUE"),
  buildFactorList(factorFun="gf.OTHER"))
lcdb.build.RegTables(begT,endT,FactorLists)
begT <- as.Date('2010-01-04')
endT <- as.Date('2014-12-31')
lcdb.update.RegTables(begT,endT,FactorLists)

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