# This library is free software; you can redistribute it and/or # modify it under the terms of the GNU Library General Public # License as published by the Free Software Foundation; either # version 2 of the License, or (at your option) any later version. # # This library is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Library General Public License for more details. # # You should have received a copy of the GNU Library General # Public License along with this library; if not, write to the # Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, # MA 02111-1307 USA # Copyrights (C) # for this R-port: # 1999 - 2007, Diethelm Wuertz, GPL # Diethelm Wuertz # info@rmetrics.org # www.rmetrics.org # for the code accessed (or partly included) from other R-ports: # see R's copyright and license files # for the code accessed (or partly included) from contributed R-ports # and other sources # see Rmetrics's copyright file ################################################################################ # FUNCTION: DESCRIPTION: # .modelSeries Models a timeSeries object to use formulas ################################################################################ .modelSeries = function(formula, data, fake = FALSE, lhs = FALSE) { # A function implemented by Diethelm Wuertz # Arguments: # formula - # data - a timeSeries, a data.frame or a numeric vector # fake - # lhs - # Details: # Time Series Modelling # Regression Modelling # Data Management # FUNCTION: # If no respnonse is pecified: if (length(formula) == 2) { formula = as.formula(paste("x", formula[1], formula[2], collapse = "")) stopifnot(!missing(data)) } # Isf data is missing, take the first data set from the search path: if (missing(data)) { data = eval(parse(text = search()[2]), parent.frame()) } if (is.numeric(data)) { data = data.frame(data) colnames(data) = all.vars(formula)[1] lhs = TRUE } # If we consider a faked formula: if (fake) { response = as.character(formula)[2] Call = as.character(match.call()[[2]][[3]]) method = Call[1] predictors = Call[2] formula = as.formula(paste(response, "~", predictors)) } # If only left hand side is required: if (lhs) { response = as.character(formula)[2] formula = as.formula(paste(response, "~", 1)) } # Create Model Data: x = model.frame(formula, data) # Convert: if (class(data) == "timeSeries") x = timeSeries(x) if (fake) attr(x, "control") <- method # Return value: x } ################################################################################