table.Fct_anova: ANOVA ANALYSIS

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

Description

ANOVA ANALYSIS

Usage

table.Fct_anova(TSF, sectorAttr_lists, sectorAttr_names,
  significant_level = 0.05, full_details = FALSE)

chart.Fct_anova(TSF, sectorAttr_lists, sectorAttr_names,
  significant_level = 0.05, value_type = c("p_value", "f_value"))

chart.Fct_NA(TSF)

MF.chart.Fct_NA(mTSF)

Arguments

TSF	A TSF.
sectorAttr_lists	A list of sectorAttr, each sectorAttr is a list.
sectorAttr_names	A character vector of names, could be missing.
significant_level	The ceiling of the p_value. This argument will make sense only when the value_type is p_value. Only the value under this cutting line will be considered as passing the test.
full_details	Logical value. Whether return the details instead of summary.

Value

If all the arguments are default, the result is a table with the ANOVA test pass ratio in each sector splitting method.

Author(s)

Han.Qian

Examples

RebDates <- getRebDates(as.Date('2011-03-17'),as.Date('2012-04-17'),'month')
TS <- getTS(RebDates,'EI000300')
TSF <- gf.NP_YOY(TS, src = "fin")
sectorAttr_lists_1 <- list(list(std = 33, level = 1),
                           list(std = 336, level = 1))
sectorAttr_lists_2 <- list(list(std = 33, level = 1))
chart.Fct_anova(TSF, sectorAttr_lists_1)
chart.Fct_anova(TSF, sectorAttr_lists_2)
table.Fct_anova(TSF, sectorAttr_lists_1)
table.Fct_anova(TSF, sectorAttr_lists_2)
table.Fct_anova(TSF, sectorAttr_lists_1, full_details = TRUE)
table.Fct_anova(TSF, sectorAttr_lists_2, full_details = TRUE)

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