fittedModel             package:quantmod             R Documentation

_q_u_a_n_t_m_o_d _F_i_t_t_e_d _O_b_j_e_c_t_s

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

     fittedModel(object)
     fittedModel(object) <- value

     ## 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, ...)

_A_r_g_u_m_e_n_t_s:

  object: a 'quantmod' object 

       x: a 'quantmod' object 

   value: a new fitted model 

     ...: additional arguments 

_D_e_t_a_i_l_s:

     Most often used to extract the final fitted object of the
     modelling process, usually for further analysis with tools outside
     the 'quantmod' package.

     Most common methods to apply to fitted objects are available to
     the parent 'quantmod' 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.

     It is also _possible_ 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.

_V_a_l_u_e:

     Returns an object matching that returned by a call to the method
     specified in 'buildModel'.

_N_o_t_e:

     The replacement function 'fittedModel<-' is highly experimental,
     and may or may not continue into further releases.

     The fitted model added _must_ use the same names as appear in the
     'quantmod' object's dataset.

_A_u_t_h_o_r(_s):

     Jeffrey A. Ryan

_S_e_e _A_l_s_o:

     'quantmod','buildModel'

_E_x_a_m_p_l_e_s:

     ## Not run: 
     x <- specifyModel(Next(OpCl(DIA)) ~ OpCl(VIX))
     x.lm <- 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)

