[Returnanalytics-commits] r2720 - in pkg/FactorAnalytics: R man
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noreply at r-forge.r-project.org
Mon Aug 5 19:25:28 CEST 2013
Author: chenyian
Date: 2013-08-05 19:25:28 +0200 (Mon, 05 Aug 2013)
New Revision: 2720
Modified:
pkg/FactorAnalytics/R/factorModelEsDecomposition.R
pkg/FactorAnalytics/R/fitFundamentalFactorModel.R
pkg/FactorAnalytics/R/plot.FundamentalFactorModel.r
pkg/FactorAnalytics/R/predict.FundamentalFactorModel.r
pkg/FactorAnalytics/R/print.FundamentalFactorModel.r
pkg/FactorAnalytics/R/summary.FundamentalFactorModel.r
pkg/FactorAnalytics/man/factorModelEsDecomposition.Rd
pkg/FactorAnalytics/man/fitFundamentalFactorModel.Rd
pkg/FactorAnalytics/man/plot.FundamentalFactorModel.Rd
pkg/FactorAnalytics/man/predict.FundamentalFactorModel.Rd
pkg/FactorAnalytics/man/print.FundamentalFactorModel.Rd
pkg/FactorAnalytics/man/summary.FundamentalFactorModel.Rd
Log:
debug example of fitFundamentalFactorModel.R
Modified: pkg/FactorAnalytics/R/factorModelEsDecomposition.R
===================================================================
--- pkg/FactorAnalytics/R/factorModelEsDecomposition.R 2013-08-05 13:56:28 UTC (rev 2719)
+++ pkg/FactorAnalytics/R/factorModelEsDecomposition.R 2013-08-05 17:25:28 UTC (rev 2720)
@@ -60,7 +60,7 @@
#'
#' # fundamental factor model
#' # try to find factor contribution to ES for STI
-#' data(stock.df)
+#' data(Stock.df)
#' fit.fund <- fitFundamentalFactorModel(exposure.names=c("BOOK2MARKET", "LOG.MARKETCAP")
#' , data=stock,returnsvar = "RETURN",datevar = "DATE",
#' assetvar = "TICKER",
Modified: pkg/FactorAnalytics/R/fitFundamentalFactorModel.R
===================================================================
--- pkg/FactorAnalytics/R/fitFundamentalFactorModel.R 2013-08-05 13:56:28 UTC (rev 2719)
+++ pkg/FactorAnalytics/R/fitFundamentalFactorModel.R 2013-08-05 17:25:28 UTC (rev 2720)
@@ -64,7 +64,7 @@
#'
#' \dontrun{
#' # BARRA type factor model
-#' data(stock.df)
+#' data(Stock.df)
#' # there are 447 assets
#' exposure.names <- c("BOOK2MARKET", "LOG.MARKETCAP")
#' test.fit <- fitFundamentalFactorModel(data=data,exposure.names=exposure.names,
Modified: pkg/FactorAnalytics/R/plot.FundamentalFactorModel.r
===================================================================
--- pkg/FactorAnalytics/R/plot.FundamentalFactorModel.r 2013-08-05 13:56:28 UTC (rev 2719)
+++ pkg/FactorAnalytics/R/plot.FundamentalFactorModel.r 2013-08-05 17:25:28 UTC (rev 2720)
@@ -43,7 +43,7 @@
#'
#' \dontrun{
#' # BARRA type factor model
-#' data(stock.df)
+#' data(Stock.df)
#' # there are 447 assets
#' exposure.names <- c("BOOK2MARKET", "LOG.MARKETCAP")
#' fit.fund <- fitFundamentalFactorModel(data=data,exposure.names=exposure.names,
Modified: pkg/FactorAnalytics/R/predict.FundamentalFactorModel.r
===================================================================
--- pkg/FactorAnalytics/R/predict.FundamentalFactorModel.r 2013-08-05 13:56:28 UTC (rev 2719)
+++ pkg/FactorAnalytics/R/predict.FundamentalFactorModel.r 2013-08-05 17:25:28 UTC (rev 2720)
@@ -14,7 +14,7 @@
#' @export
#' @author Yi-An Chen
#' @examples
-#' data(stock.df)
+#' data(Stock.df)
#' fit.fund <- fitFundamentalFactorModel(exposure.names=c("BOOK2MARKET", "LOG.MARKETCAP")
#' , data=stock,returnsvar = "RETURN",datevar = "DATE",
#' assetvar = "TICKER",
Modified: pkg/FactorAnalytics/R/print.FundamentalFactorModel.r
===================================================================
--- pkg/FactorAnalytics/R/print.FundamentalFactorModel.r 2013-08-05 13:56:28 UTC (rev 2719)
+++ pkg/FactorAnalytics/R/print.FundamentalFactorModel.r 2013-08-05 17:25:28 UTC (rev 2720)
@@ -9,7 +9,7 @@
#' @author Yi-An Chen.
#' @examples
#'
-#' data(stock.df)
+#' data(Stock.df)
#' # there are 447 assets
#' exposure.names <- c("BOOK2MARKET", "LOG.MARKETCAP")
#' test.fit <- fitFundamentalFactorModel(data=data,exposure.names=exposure.names,
Modified: pkg/FactorAnalytics/R/summary.FundamentalFactorModel.r
===================================================================
--- pkg/FactorAnalytics/R/summary.FundamentalFactorModel.r 2013-08-05 13:56:28 UTC (rev 2719)
+++ pkg/FactorAnalytics/R/summary.FundamentalFactorModel.r 2013-08-05 17:25:28 UTC (rev 2720)
@@ -9,7 +9,7 @@
#' @author Yi-An Chen.
#' @examples
#'
-#' data(stock.df)
+#' data(Stock.df)
#' # there are 447 assets
#' exposure.names <- c("BOOK2MARKET", "LOG.MARKETCAP")
#' test.fit <- fitFundamentalFactorModel(data=data,exposure.names=exposure.names,
Modified: pkg/FactorAnalytics/man/factorModelEsDecomposition.Rd
===================================================================
--- pkg/FactorAnalytics/man/factorModelEsDecomposition.Rd 2013-08-05 13:56:28 UTC (rev 2719)
+++ pkg/FactorAnalytics/man/factorModelEsDecomposition.Rd 2013-08-05 17:25:28 UTC (rev 2720)
@@ -74,7 +74,7 @@
# fundamental factor model
# try to find factor contribution to ES for STI
-data(stock.df)
+data(Stock.df)
fit.fund <- fitFundamentalFactorModel(exposure.names=c("BOOK2MARKET", "LOG.MARKETCAP")
, data=stock,returnsvar = "RETURN",datevar = "DATE",
assetvar = "TICKER",
Modified: pkg/FactorAnalytics/man/fitFundamentalFactorModel.Rd
===================================================================
--- pkg/FactorAnalytics/man/fitFundamentalFactorModel.Rd 2013-08-05 13:56:28 UTC (rev 2719)
+++ pkg/FactorAnalytics/man/fitFundamentalFactorModel.Rd 2013-08-05 17:25:28 UTC (rev 2720)
@@ -89,7 +89,7 @@
\examples{
\dontrun{
# BARRA type factor model
-data(stock.df)
+data(Stock.df)
# there are 447 assets
exposure.names <- c("BOOK2MARKET", "LOG.MARKETCAP")
test.fit <- fitFundamentalFactorModel(data=data,exposure.names=exposure.names,
Modified: pkg/FactorAnalytics/man/plot.FundamentalFactorModel.Rd
===================================================================
--- pkg/FactorAnalytics/man/plot.FundamentalFactorModel.Rd 2013-08-05 13:56:28 UTC (rev 2719)
+++ pkg/FactorAnalytics/man/plot.FundamentalFactorModel.Rd 2013-08-05 17:25:28 UTC (rev 2720)
@@ -55,7 +55,7 @@
\examples{
\dontrun{
# BARRA type factor model
-data(stock.df)
+data(Stock.df)
# there are 447 assets
exposure.names <- c("BOOK2MARKET", "LOG.MARKETCAP")
fit.fund <- fitFundamentalFactorModel(data=data,exposure.names=exposure.names,
Modified: pkg/FactorAnalytics/man/predict.FundamentalFactorModel.Rd
===================================================================
--- pkg/FactorAnalytics/man/predict.FundamentalFactorModel.Rd 2013-08-05 13:56:28 UTC (rev 2719)
+++ pkg/FactorAnalytics/man/predict.FundamentalFactorModel.Rd 2013-08-05 17:25:28 UTC (rev 2720)
@@ -28,7 +28,7 @@
fit object by \code{fitFundamentalFactorModel}
}
\examples{
-data(stock.df)
+data(Stock.df)
fit.fund <- fitFundamentalFactorModel(exposure.names=c("BOOK2MARKET", "LOG.MARKETCAP")
, data=stock,returnsvar = "RETURN",datevar = "DATE",
assetvar = "TICKER",
Modified: pkg/FactorAnalytics/man/print.FundamentalFactorModel.Rd
===================================================================
--- pkg/FactorAnalytics/man/print.FundamentalFactorModel.Rd 2013-08-05 13:56:28 UTC (rev 2719)
+++ pkg/FactorAnalytics/man/print.FundamentalFactorModel.Rd 2013-08-05 17:25:28 UTC (rev 2720)
@@ -19,7 +19,7 @@
fitFundamentalFactorModel.
}
\examples{
-data(stock.df)
+data(Stock.df)
# there are 447 assets
exposure.names <- c("BOOK2MARKET", "LOG.MARKETCAP")
test.fit <- fitFundamentalFactorModel(data=data,exposure.names=exposure.names,
Modified: pkg/FactorAnalytics/man/summary.FundamentalFactorModel.Rd
===================================================================
--- pkg/FactorAnalytics/man/summary.FundamentalFactorModel.Rd 2013-08-05 13:56:28 UTC (rev 2719)
+++ pkg/FactorAnalytics/man/summary.FundamentalFactorModel.Rd 2013-08-05 17:25:28 UTC (rev 2720)
@@ -19,7 +19,7 @@
fitFundamentalFactorModel.
}
\examples{
-data(stock.df)
+data(Stock.df)
# there are 447 assets
exposure.names <- c("BOOK2MARKET", "LOG.MARKETCAP")
test.fit <- fitFundamentalFactorModel(data=data,exposure.names=exposure.names,
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