[Returnanalytics-commits] r2672 - in pkg/FactorAnalytics: R man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Mon Jul 29 19:59:33 CEST 2013


Author: chenyian
Date: 2013-07-29 19:59:32 +0200 (Mon, 29 Jul 2013)
New Revision: 2672

Modified:
   pkg/FactorAnalytics/R/predict.StatFactorModel.r
   pkg/FactorAnalytics/man/predict.StatFactorModel.Rd
   pkg/FactorAnalytics/man/predict.TimeSeriesFactorModel.Rd
Log:
add checkData 

Modified: pkg/FactorAnalytics/R/predict.StatFactorModel.r
===================================================================
--- pkg/FactorAnalytics/R/predict.StatFactorModel.r	2013-07-29 17:53:18 UTC (rev 2671)
+++ pkg/FactorAnalytics/R/predict.StatFactorModel.r	2013-07-29 17:59:32 UTC (rev 2672)
@@ -3,7 +3,8 @@
 #' Generic function of predict method for fitStatisticalFactorModel. It utilizes
 #' function \code{predict.lm}.
 #' 
-#' @param fit "StatFactorModel" object created by fitStatisticalFactorModel.
+#' @param fit.stat "StatFactorModel" object created by fitStatisticalFactorModel.
+#' @param newdata a vector, matrix, data.frame, xts, timeSeries or zoo object to be coerced.
 #' @param ... Any other arguments used in \code{predict.lm}. For example like newdata and fit.se. 
 #' @author Yi-An Chen.
 #' ' 
@@ -17,6 +18,12 @@
 #' 
 
 
-predict.StatFactorModel <- function(fit,...){
-  lapply(fit$asset.fit, predict,...)
+predict.StatFactorModel <- function(fit.stat,newdata = NULL,...){
+  
+  if (missing(newdata) || is.null(newdata)  ) {
+    lapply(fit.stat$asset.fit, predict,...)
+  } else  {
+    newdata <- checkData(newdata,method = "data.frame")
+    lapply(fit.stat$asset.fit, predict ,newdata,... )
+  } 
 }
\ No newline at end of file

Modified: pkg/FactorAnalytics/man/predict.StatFactorModel.Rd
===================================================================
--- pkg/FactorAnalytics/man/predict.StatFactorModel.Rd	2013-07-29 17:53:18 UTC (rev 2671)
+++ pkg/FactorAnalytics/man/predict.StatFactorModel.Rd	2013-07-29 17:59:32 UTC (rev 2672)
@@ -2,12 +2,15 @@
 \alias{predict.StatFactorModel}
 \title{predict method for StatFactorModel object.}
 \usage{
-  predict.StatFactorModel(fit, ...)
+  predict.StatFactorModel(fit.stat, newdata = NULL, ...)
 }
 \arguments{
-  \item{fit}{"StatFactorModel" object created by
+  \item{fit.stat}{"StatFactorModel" object created by
   fitStatisticalFactorModel.}
 
+  \item{newdata}{a vector, matrix, data.frame, xts,
+  timeSeries or zoo object to be coerced.}
+
   \item{...}{Any other arguments used in \code{predict.lm}.
   For example like newdata and fit.se.}
 }

Modified: pkg/FactorAnalytics/man/predict.TimeSeriesFactorModel.Rd
===================================================================
--- pkg/FactorAnalytics/man/predict.TimeSeriesFactorModel.Rd	2013-07-29 17:53:18 UTC (rev 2671)
+++ pkg/FactorAnalytics/man/predict.TimeSeriesFactorModel.Rd	2013-07-29 17:59:32 UTC (rev 2672)
@@ -2,12 +2,16 @@
 \alias{predict.TimeSeriesFactorModel}
 \title{predict method for TimeSeriesModel object.}
 \usage{
-  predict.TimeSeriesFactorModel(fit.macro, ...)
+  predict.TimeSeriesFactorModel(fit.macro, newdata = NULL,
+    ...)
 }
 \arguments{
   \item{fit}{"TimeSeriesFactorModel" object created by
   fitTimeSeiresFactorModel.}
 
+  \item{newdata}{a vector, matrix, data.frame, xts,
+  timeSeries or zoo object to be coerced.}
+
   \item{...}{Any other arguments used in \code{predict.lm}.
   for example newdata and se.fit.}
 }



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