modelData              package:quantmod              R Documentation

_E_x_t_r_a_c_t _D_a_t_a_s_e_t _C_r_e_a_t_e_d _b_y _s_p_e_c_i_f_y_M_o_d_e_l

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

     Extract from a 'quantmod' object the dataset created for use in
     modelling.

     specifyModel creates a 'zoo' object for use in subsequent workflow
     stages ( 'buildModel','tradeModel') that combines all model
     inputs, from a variety of sources, into one model frame.

     'modelData' returns this object.

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

     modelData(x, data.window = NULL, exclude.training = FALSE)

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

       x: a 'quantmod' object 

data.window: a character vector of subset start and end dates to return 

exclude.training: remove training period 

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

     When a model is created by 'specifyModel', it is attached to the
     returned object. One of the slots of this S4 class is
     'model.data'.

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

     an object of class 'zoo' containing all transformations to data
     specified in 'specifyModel'.

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

     Jeffrey A. Ryan

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

     'specifyModel','getModelData'

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

     ## Not run: 
     m <- specifyModel(Next(OpCl(SPY)) ~ Cl(SPY) + OpHi(SPY) + Lag(Cl(SPY)))
     modelData(m) 
     ## End(Not run)

