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

Description Usage Arguments Details Value Author(s) See Also

set the rebalancing date related parametres of the model

modelPar.time(modelPar = modelPar.default(), begT = Sys.Date() -
  lubridate::years(1), endT = Sys.Date() - 1, rebFreq = "month",
  shiftby = 0, dure = NULL, dates = NULL)

setmodelPar.time(modelPar, begT, endT, rebFreq, shiftby, dure, dates)

`modelPar`	a modelPar object
`begT`	the begin date
`endT`	the end date
`rebFreq`	an interval specification, one of "day", "week", "month", "quarter" and "year", optionally preceded by an integer and a space, or followed by "s". See `cut.Date` for detail.
`shiftby`	a integer,how many days the rebalancing date be shifted foreward
`dates`	an arbitrary vector of trading date, with class of Date. If param `dates` is not null, then all the other params will be invalidated.

The different between modelPar.time and setmodelPar.time is that the all pars of the former have default values, and the latter have not. The former is ussually used to to build the modelPar integrally, and the latter is ussually used to set the parametre individually.

a modelPar object

Ruifei.Yin

getRebDates

Other modelPar setting functions: modelPar.default, modelPar.factor, modelPar.title, modelPar.univ

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