xregMultiplier function

Exogenous variables cross-products

Function generates the cross-products of the provided exogenous variables.

xregMultiplier(xreg, silent = TRUE)

Arguments

• xreg: matrix or data.frame, containing variables that need to be expanded. This matrix needs to contain at least two columns.
• silent: If silent=FALSE, then the progress is printed out. Otherwise the function won't print anything in the console.

Returns

ts matrix with the transformed and the original variables is returned.

Details

This function might be useful if you have several variables and want to introduce their cross-products. This might be useful when introducing the interactions between dummy and continuous variables.

Examples

# Create matrix of two variables and expand it
x <- cbind(rnorm(100,100,1),rnorm(100,50,3))
xregMultiplier(x)

See Also

es, stepwise, xregExpander, xregTransformer

Author(s)

Ivan Svetunkov, ivan@svetunkov.com