MakeFormula: Create a formula from a list of variables and corresponding...

In vapniks/formula_utils: Macros for manipulating formulas

Description

Create a formula from a list of variables and corresponding transformations.

Usage

MakeFormula(vars, transforms = list(""), showWarnings = TRUE)

Arguments

vars	character vector containing the names of the variables (before transformation) in the formula. The first element should be the lhs variable, and the following elements are the rhs variables.
transforms	list of transformations to be applied to corresponding variables in vars. See the details.
showWarnings	logical value indicating whether or not to show warnings when number of transforms doesn't match number of vars (default = TRUE)

Details

The "transforms" argument should be a list with elements corresponding to variables in the "vars" argument. An element of "transforms" can be an empty string, in which case the corresponding variable is left unchanged, or a string containing a ? symbol, in which case the ? will be replaced by the corresponding variable name, e.g. ?+1 -> VAR+1. The "transforms" list may also contain named argument where the name can be one of 'lags', 'Lags' or 'diffs'. If the element is named 'lags' or 'Lags' its value should be a numeric vector indicating which lags of the corresponding variable to include, e.g. lags=1:3 -> lag(VAR,1) + lag(VAR,2) + lag(VAR,3). If the element is named 'diffs' then its value can either be a numeric vector, in which case differences of the given orders will be included, or a list of two numeric vectors. In the latter case the first numeric vector indicates the lags to use for the differences and the second vector indicates the orders of differences to use. All different combinations of these lags and orders will be used in the difference operator applied to the corresponding variable, e.g: diffs=list(1:2,3:4) -> diff(VAR,lag=1,differences=3) + diff(VAR,lag=2,differences=3) + diff(VAR,lag=1,differences=4) + diff(VAR,lag=2,differences=4) If length(transforms) < length(vars) then transforms will be padded with empty strings (which will be replaced by the corresponding elements of vars in the formula).

Value

A formula object

Author(s)

Ben Veal

Examples

MakeFormula(c("y","x","z","w"),list("",lags=1:3,diffs=list(3:4,1:2),"?*2"))

vapniks/formula_utils documentation built on May 3, 2019, 4:33 p.m.