[Returnanalytics-commits] r2755 - in pkg/FactorAnalytics: R man

[noreply at r-forge.r-project.org]

Author: chenyian
Date: 2013-08-10 03:31:32 +0200 (Sat, 10 Aug 2013)
New Revision: 2755

Modified:
   pkg/FactorAnalytics/R/fitFundamentalFactorModel.R
   pkg/FactorAnalytics/man/fitFundamentalFactorModel.Rd
Log:
edit fitFundamentalFactorModel.Rd

Modified: pkg/FactorAnalytics/R/fitFundamentalFactorModel.R
===================================================================
--- pkg/FactorAnalytics/R/fitFundamentalFactorModel.R	2013-08-10 01:30:10 UTC (rev 2754)
+++ pkg/FactorAnalytics/R/fitFundamentalFactorModel.R	2013-08-10 01:31:32 UTC (rev 2755)
@@ -22,7 +22,7 @@
 #' 
 #' @param data data.frame, data must have \emph{assetvar}, \emph{returnvar}, \emph{datevar}
 #' , and exposure.names. Generally, data is panel data setup, so it needs firm variabales 
-#' and time variables.  
+#' and time variables. Data has to be a balanced panel. 
 #' @param exposure.names a character vector of exposure names for the factor model
 #' @param wls logical flag, TRUE for weighted least squares, FALSE for ordinary
 #' least squares

Modified: pkg/FactorAnalytics/man/fitFundamentalFactorModel.Rd
===================================================================
--- pkg/FactorAnalytics/man/fitFundamentalFactorModel.Rd	2013-08-10 01:30:10 UTC (rev 2754)
+++ pkg/FactorAnalytics/man/fitFundamentalFactorModel.Rd	2013-08-10 01:31:32 UTC (rev 2755)
@@ -12,7 +12,8 @@
   \item{data}{data.frame, data must have \emph{assetvar},
   \emph{returnvar}, \emph{datevar} , and exposure.names.
   Generally, data is panel data setup, so it needs firm
-  variabales and time variables.}
+  variabales and time variables. Data has to be a balanced
+  panel.}
 
   \item{exposure.names}{a character vector of exposure
   names for the factor model}