[Returnanalytics-commits] r2366 - pkg/FactorAnalytics/R

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

Author: chenyian
Date: 2013-06-19 02:03:55 +0200 (Wed, 19 Jun 2013)
New Revision: 2366

Modified:
   pkg/FactorAnalytics/R/fitMacroeconomicFactorModel.R
Log:
Debug : DLS method if variable.selection is "none".

Modified: pkg/FactorAnalytics/R/fitMacroeconomicFactorModel.R
===================================================================
--- pkg/FactorAnalytics/R/fitMacroeconomicFactorModel.R	2013-06-19 00:02:07 UTC (rev 2365)
+++ pkg/FactorAnalytics/R/fitMacroeconomicFactorModel.R	2013-06-19 00:03:55 UTC (rev 2366)
@@ -128,7 +128,7 @@
       # sum weigth to unitary  
       w <- w/sum(w) 
       fm.formula = as.formula(paste(i,"~", ".", sep=""))                              
-      fm.fit = lm(fm.formula, data=reg.xts,weight=w)
+      fm.fit = lm(fm.formula, data=reg.df,weight=w)
       fm.summary = summary(fm.fit)
       reg.list[[i]] = fm.fit
       Alphas[i] = coef(fm.fit)[1]