# 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: # model.frame.default Allows to use model.frame for "timeSeries" ################################################################################ model.frame.timeSeries = function(formula, data, ...) { # A function implemented by Diethelm Wuertz # Description: # Extracting the “Environment” of a Model Formula # Arguments: # formula - a model formula # data - a 'timeSeries' object # Details: # Allows to use model.frame() for "timeSeries" objects. # Examples: # x = as.timeSeries(data(msft.dat))[1:12, ] # model.frame( ~ High + Low, data = x) # model.frame(Open ~ High + log(Low, base = `base`), data = x) # FUNCTION: # Create Model Frame: Data = data data = data.frame(data@Data) Model = stats::model.frame.default(formula, data, ...) # Convert to timeSeries: ans = timeSeries( data = as.matrix(Model), charvec = rownames(Data), units = colnames(Model), format = Data@format, FinCenter = Data@FinCenter, recordIDs = Data@recordIDs, title = Data@title, documentation = .description() ) # Return value: ans } ################################################################################