fRegression-package       package:fRegression       R Documentation

_R_e_g_r_e_s_s_i_o_n _M_o_d_e_l_l_i_n_g _P_a_c_k_a_g_e

_D_e_s_c_r_i_p_t_i_o_n:

     Package of functions for regression modelling.

_D_e_t_a_i_l_s:


       Package:    fRegression
       Type:       Package
       Version:    261.73.1
       Date:       2008
       License:    GPL Version 2 or later
       Copyright:  (c) 1999-2008 Diethelm Wuertz, Rmetrics Foundation
       URL:        <URL: http://www.rmetrics.org>

     Regression modelling, especially linear modelling, is a widely
     used application in finance. In finance it mostly appears in the 
     form that a variable is modelled as a linear or more complex 
     relationship as a function of other variables. For example the 
     decision of buying or selling in a trading model may be triggered 
     by the outcome of a regression model, e.g. neural networks are a 
     well known tool in this field.

     Rmetrics has build a simple interface to several regression models
     available in the base and contributed packages of R. By  default
     the following regression models are interfaced and available
     through the function 'regFit':

     ...

     All the functions of the 'regFit' family  return the same object,
     an object of class '"fREG"' with the  following slots: call,
     formula, method, data, fit, residuals, fitted, title, and
     description.

     Thus, independent of the regression model applied we can use the 
     same S4 methods for all types of regression. This includes, print,
     plot, summary, predict, fitted, residuals, coef, and formula 
     methods.

     Evenmore the user can add further regression models to this
     framework either his own implementations or implementations
     available through  contributed R packages.

_C_l_a_s_s _R_e_p_r_e_s_e_n_t_a_t_i_o_n:

     contains functions to simulate artificial regression models.

     Functions:

       'regSim'  Simulates artificail regression model data sets.

_S_i_m_u_l_a_t_i_o_n _o_f _R_e_g_r_e_s_s_i_o_n _M_o_d_e_l_s:

     contains functions to fit the parameters regression models

     Functions:

       'regFit'     Estimates the parameters of a regression model,
       'gregFit'    Estimates the parameters of a generalized regression model,
       'fitted'     Extracts fitted values from a fitted 'fREG' object,
       'residuals'  Extracts residuals from a fitted 'fREG' object,
       'coef'       Extracts coefficients from a fitted 'fREG' object,
       'formula'    Extracts formula expression from a fitted 'fREG' object.

_F_o_r_e_c_a_s_t_i_n_g:

     contains functions to forcecast from a regression model.

     Functions:

       'predict'  Forecasts from an object of class 'fREG'.

_A_u_t_h_o_r(_s):

     Diethelm Wuertz and Rmetrics Core Team.

