I wish to try the R gmm algorithm to predict.
Question #1: is it possible to use gmm to predict? (the word "predict" does not appear in the manual )
Question #2: if it is possible to do prediction with gmm, how does one do it?
I am looking for the simplest example; for example using svm would be done with:
model <- svm(train, trainLabels)
testpred <- predict(model, test)
Question #3: I cannot even reproduce the examples mentioned in the manual . Page 24 shows the code:
## CAPM test with GMM
data(Finance)
r <- Finance[1:300, 1:10]
rm <- Finance[1:300, "rm"]
rf <- Finance[1:300, "rf"]
z <- as.matrix(r-rf)
t <- nrow(z)
zm <- rm-rf
h <- matrix(zm, t, 1)
res <- gmm(z ~ zm, x = h)
summary(res)
but even after installing the package gmm
, R does not know the data Finance
.
> data(Finance)
Warning message:
In data(Finance) : data set ‘Finance’ not found
What am I missing?
you need the following commands at the top
library(gmm)
data(Finance)
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