[R-SIG-Finance] specifyModel/buildModel/tradeModel

Brian G. Peterson brian at braverock.com
Sun Mar 28 11:27:42 CEST 2010


Worik wrote:
> I am trying to work out what these functions do.
> 
> How is the model in specifyModel used?
> 
> What are the restrictions on the sorts of models that can be used?
<snip>
First, thank you for  providing your code example.
I don't have time right now  to dissect it, but perhaps someone else will.

Basically, quantmod model specification will work with R functions like lm() or 
glm() that take a specification of class "formula".  If you have a problem of 
this type, specifyModel, buildModel, etc. will likely work quite well.

See
?formula
in R for the documentation on 'formula' objects and how they are specified.

Look at the quantmod website for some quantmod-specific examples.

Look at the list archives for this list for more that has been written over the 
years.

If that still doesn't answer your question, add to your prior code example, 
with comments, etc, and I expect someone will do what they can to help.

Regards,

    - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



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