makeTestData: Split data to create in-sample and out-of-sample data sets

In qmao: Quantmod Add-on

Description

#Give it an xts object and hold out pct, and it gives list with #first (1-ho.pct) percent of data, and last ho.pct of data

Usage

  makeTestData(x, ho.pct = 0.2)

Arguments

x	xts data object
ho.pct	percent of data to use for out-of-sample

Value

inSample	first data set; used to create model
outOfSample	second data set for confirming results found using 1st dataset

Author(s)

Garrett See

Examples

## Not run: 
getSymbols('SPY')
splitdata <- makeTestData(SPY)
tail(splitdata[[1]])
head(splitdata[[2]])

## End(Not run)

qmao documentation built on May 2, 2019, 4:54 p.m.