Forum: help

RE: Calling specifyModel inside function? [ Reply ]
By: John Stanford on 2009-11-29 23:16

I've solved this problem. As it turns out, it has to do with the way formulas are constructed. I was experiencing the same problem with buildData and other functions that required a formula as an arg. Here is an example of a working formula construction.

call this function as:

f <- buildGapFormula(quote(IBM))

buildGapFormula <- function(x) {

left <- paste("Op(",x,")")
r1 <- paste("Lag(Hi(",x,"))")
r2 <- paste("Lag(Lo(",x,"))")
r3 <- paste("Delt(Lag(Hi(",x,")),Op(",x,"))")
r4 <- paste("I(-1 * Delt(Lag(Lo(",x,")),Op(",x,")))")
r5 <- paste("Vo(",x,")")

fStr <- paste(left,"~", r1, "+", r2, "+", r3, "+", r4, "+", r5)
fo <- formula(fStr)

return(fo)
}

Thanks,
John

Calling specifyModel inside function? [ Reply ]
By: John Stanford on 2009-11-28 18:59

[forum:2240]

Hi,

I'm trying to get up to speed on R and quantmod. I think I'm getting the hang of it.

That said, I'm stuck on putting specifyModel inside a function. Here's an example function.

specifyGapModel <- function(x) {

cat(labels(x)[[2]])

class(fo <- Op(x) ~ Lag(Hi(x)) + Lag(Lo(x)) + Delt(Lag(Hi(x)),Op(x)) + I(-1 * Delt(Lag(Lo(x)),Op(x))) + Vo(x))

m <- specifyModel(fo,na.rm = TRUE)

return(m)
}

Here's what happens when I call it (the cat is there to confirm that the argument has the right labels):

m <- specifyGapModel(IBM)
IBM.Open IBM.High IBM.Low IBM.Close IBM.Volume IBM.AdjustedError in Op(x) :
subscript out of bounds: no column name containing "Open"
>

Can someone tell me what I'm doing wrong?

Thanks,
John