Extract Dataset Created by specifyModel
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.
modelData(x, data.window = NULL, exclude.training = FALSE)
x |
a |
data.window |
a character vector of subset start and end dates to return |
exclude.training |
remove training period |
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.
an object of class zoo containing all
transformations to data specified in
specifyModel.
Jeffrey A. Ryan
## Not run: m <- specifyModel(Next(OpCl(SPY)) ~ Cl(SPY) + OpHi(SPY) + Lag(Cl(SPY))) modelData(m) ## End(Not run)
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