https://github.com/cran/quantmod
Raw File
Tip revision: ff7a759b474c6b797c3abc6f95199c1ec6a253e5 authored by Joshua M. Ulrich on 14 February 2024, 08:20:02 UTC
version 0.4.26
Tip revision: ff7a759
buildData.Rd
\name{buildData}
\alias{buildData}
\title{ Create Data Object for Modelling }
\description{
Create one data object from multiple sources, applying
transformations via standard \R formula mechanism.
}
\usage{
buildData(formula, na.rm = TRUE, return.class = "zoo")
}
\arguments{
  \item{formula}{ an object of class \code{formula} (or one
that can be coerced to that class): a symbolic description
of the desired output data object, with the \code{dependent} side
corresponding to first column, and the \code{independent} parameters of
the formula assigned to the remaining columns. }
  \item{na.rm}{ drop rows with missing values? }
  \item{return.class}{ one of "zoo","data.frame","ts","timeSeries" }
}
\details{
Makes available for use \emph{outside} the \pkg{quantmod} workflow a dataset
of appropriately transformed variables, using the same mechanism
underlying \code{specifyModel}. Offers the ability to apply transformations
to raw data using a common formula mechanism, without having to explicitly
merge different data objects.

Interally calls \code{specifyModel} followed by \code{modelData}, with the
returned object being coerced to the desired 'return.class' if possible,
otherwise returns a \code{zoo} object.

See \code{getSymbols} and \code{specifyModel} for more information
regarding proper usage.
}
\value{
An object of class \code{return.class}.
}
\author{ Jeffrey A. Ryan }
\seealso{ \code{\link{getSymbols}}, \code{\link{specifyModel}},
          \code{\link{modelData}} }
\examples{
\dontrun{
  buildData(Next(OpCl(DIA)) ~ Lag(TBILL) + I(Lag(OpHi(DIA))^2))
  buildData(Next(OpCl(DIA)) ~ Lag(TBILL), na.rm=FALSE)
  buildData(Next(OpCl(DIA)) ~ Lag(TBILL), na.rm=FALSE, return.class="ts")
}
}
\keyword{ datagen }
back to top