EVOLUTION-MANAGER

Edit File: fittedModel.html

<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: quantmod Fitted Objects</title>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8" />
<link rel="stylesheet" type="text/css" href="R.css" />
</head><body>

<table width="100%" summary="page for fittedModel {quantmod}"><tr><td>fittedModel {quantmod}</td><td style="text-align: right;">R Documentation</td></tr></table>

<h2> quantmod Fitted Objects </h2>

<h3>Description</h3>

<p>Extract and replace fitted models from
<code>quantmod</code> objects built with
<code>buildModel</code>. All objects fitted
through methods specified in <code>buildModel</code>
calls can be extracted for further analysis.
</p>

<h3>Usage</h3>

<pre>
fittedModel(object)

## S3 method for class 'quantmod'
formula(x, ...)

## S3 method for class 'quantmod'
plot(x, ...)

## S3 method for class 'quantmod'
coefficients(object, ...)

## S3 method for class 'quantmod'
coef(object, ...)

## S3 method for class 'quantmod'
residuals(object, ...)

## S3 method for class 'quantmod'
resid(object, ...)

## S3 method for class 'quantmod'
fitted.values(object, ...)

## S3 method for class 'quantmod'
fitted(object, ...)

## S3 method for class 'quantmod'
anova(object, ...)

## S3 method for class 'quantmod'
logLik(object, ...)

## S3 method for class 'quantmod'
vcov(object, ...)
</pre>

<h3>Arguments</h3>

<table summary="R argblock">
<tr valign="top"><td><code>object</code></td>
<td>
<p> a <code>quantmod</code> object </p>
</td></tr>
<tr valign="top"><td><code>x</code></td>
<td>
<p> a suitable object </p>
</td></tr>
<tr valign="top"><td><code>...</code></td>
<td>
<p> additional arguments </p>
</td></tr>
</table>

<h3>Details</h3>

<p>Most often used to extract the final fitted
object of the modelling process, usually for
further analysis with tools outside
the <span class="pkg">quantmod</span> package.
</p>
<p>Most common methods to apply to fitted objects
are available to the parent <code>quantmod</code>
object. At present, one can call directly the
following S3 methods on a built model as if
calling directly on the fitted object.
See *Usage* section.
</p>
<p>It is also <em>possible</em> to add
a fitted model to an object. This
may be of value when applying heuristic
rule sets for trading approaches, or when
fine tuning already fit models by hand.
</p>

<h3>Value</h3>

<p>Returns an object matching that returned
by a call to the method specified in
<code>buildModel</code>.
</p>

<p>The replacement function <code>fittedModel&lt;-</code>
is highly experimental, and may or may not
continue into further releases.
</p>
<p>The fitted model added <em>must</em> use the
same names as appear in the <code>quantmod</code>
object's dataset.
</p>

<h3>Author(s)</h3>

<p> Jeffrey A. Ryan </p>

<p><code><a href="quantmod-package.html">quantmod</a></code>,<code><a href="buildModel.html">buildModel</a></code> </p>

<h3>Examples</h3>

<pre>
## Not run: 
x &lt;- specifyModel(Next(OpCl(DIA)) ~ OpCl(VIX))
x.lm &lt;- buildModel(x,method='lm',training.per=c('2001-01-01','2001-04-01'))

fittedModel(x.lm)

coef(fittedModel(x.lm))
coef(x.lm)                  # same

vcov(fittedModel(x.lm))
vcov(x.lm)                  # same

## End(Not run)
</pre>

<hr /><div style="text-align: center;">[Package <em>quantmod</em> version 0.4.20 <a href="00Index.html">Index</a>]</div>
</body></html>