[Returnanalytics-commits] r2420 - pkg/FactorAnalytics/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jun 24 21:54:05 CEST 2013
Author: chenyian
Date: 2013-06-24 21:54:05 +0200 (Mon, 24 Jun 2013)
New Revision: 2420
Removed:
pkg/FactorAnalytics/man/plot.MacroFactorModel.Rd
pkg/FactorAnalytics/man/print.MacroFactorModel.Rd
pkg/FactorAnalytics/man/summary.MacroFactorModel.Rd
pkg/FactorAnalytics/man/summary.TimeSeriesModel.Rd
Modified:
pkg/FactorAnalytics/man/
Log:
delete MacroFactorModel method files
Property changes on: pkg/FactorAnalytics/man
___________________________________________________________________
Modified: svn:ignore
- covEWMA.Rd
+ covEWMA.Rd
plot.MacroFactorModel.Rd
print.MacroFactorModel.Rd
summary.MacroFactorModel.Rd
summary.TimeSeriesModel.Rd
Deleted: pkg/FactorAnalytics/man/plot.MacroFactorModel.Rd
===================================================================
--- pkg/FactorAnalytics/man/plot.MacroFactorModel.Rd 2013-06-24 19:50:17 UTC (rev 2419)
+++ pkg/FactorAnalytics/man/plot.MacroFactorModel.Rd 2013-06-24 19:54:05 UTC (rev 2420)
@@ -1,71 +0,0 @@
-\name{plot.MacroFactorModel}
-\alias{plot.MacroFactorModel}
-\title{plot MacrofactorModel object.}
-\usage{
- plot.MacroFactorModel(fit.macro, colorset = c(1:12),
- legend.loc = NULL,
- which.plot = c("none", "1L", "2L", "3L", "4L", "5L", "6L", "7L"),
- max.show = 6, plot.single = FALSE, fundName,
- which.plot.single = c("none", "1L", "2L", "3L", "4L", "5L", "6L", "7L", "8L", "9L", "10L", "11L", "12L", "13L"))
-}
-\arguments{
- \item{fit.macro}{fit object created by
- fitMacroeconomicFactorModel.}
-
- \item{colorset}{Defualt colorset is c(1:12).}
-
- \item{legend.loc}{plot legend or not. Defualt is
- \code{NULL}.}
-
- \item{which.plot}{integer indicating which plot to
- create: "none" will create a menu to choose. Defualt is
- none. 1 = "Fitted factor returns", 2 = "R square", 3 =
- "Variance of Residuals", 4 = "FM Correlation", 5 =
- "Factor Contributions to SD", 6 = "Factor Contributions
- to ES", 7 = "Factor Contributions to VaR"}
-
- \item{max.show}{Maximum assets to plot. Default is 6.}
-
- \item{plot.single}{Plot a single asset of lm class.
- Defualt is FALSE.}
-
- \item{fundName}{Name of the asset to be plotted.}
-
- \item{which.plot.single}{integer indicating which plot to
- create: "none" will create a menu to choose. Defualt is
- none. 1 = time series plot of actual and fitted values 2
- = time series plot of residuals with standard error bands
- 3 = time series plot of squared residuals 4 = time series
- plot of absolute residuals 5 = SACF and PACF of residuals
- 6 = SACF and PACF of squared residuals 7 = SACF and PACF
- of absolute residuals 8 = histogram of residuals with
- normal curve overlayed 9 = normal qq-plot of residuals
- 10= CUSUM plot of recursive residuals 11= CUSUM plot of
- OLS residuals 12= CUSUM plot of recursive estimates
- relative to full sample estimates 13= rolling estimates
- over 24 month window}
-}
-\description{
- Generic function of plot method for
- fitMacroeconomicFactorModel. Either plot all fit models
- or choose a single asset to plot.
-}
-\examples{
-\dontrun{
-# load data from the database
-data(managers.df)
-ret.assets = managers.df[,(1:6)]
-factors = managers.df[,(7:9)]
-# fit the factor model with OLS
-fit <- fitMacroeconomicFactorModel(ret.assets,factors,fit.method="OLS",
- variable.selection="all subsets")
-# plot of all assets and show only first 4 assets.
-plot(fit.macro,max.show=4)
-# single plot of HAM1 asset
-plot(fit.macro, plot.single=TRUE, fundName="HAM1")
-}
-}
-\author{
- Eric Zivot and Yi-An Chen.
-}
-
Deleted: pkg/FactorAnalytics/man/print.MacroFactorModel.Rd
===================================================================
--- pkg/FactorAnalytics/man/print.MacroFactorModel.Rd 2013-06-24 19:50:17 UTC (rev 2419)
+++ pkg/FactorAnalytics/man/print.MacroFactorModel.Rd 2013-06-24 19:54:05 UTC (rev 2420)
@@ -1,28 +0,0 @@
-\name{print.MacroFactorModel}
-\alias{print.MacroFactorModel}
-\title{print MacrofactorModel object}
-\usage{
- print.MacroFactorModel(fit.macro)
-}
-\arguments{
- \item{fit.macro}{fit object created by
- fitMacroeconomicFactorModel.}
-}
-\description{
- Generic function of print method for
- fitMacroeconomicFactorModel.
-}
-\examples{
-# load data from the database
-data(managers.df)
-ret.assets = managers.df[,(1:6)]
-factors = managers.df[,(7:9)]
-# fit the factor model with OLS
-fit.macro <- fitMacroeconomicFactorModel(ret.assets,factors,fit.method="OLS",
- variable.selection="all subsets")
-print(fit.macro)
-}
-\author{
- Eric Zivot and Yi-An Chen.
-}
-
Deleted: pkg/FactorAnalytics/man/summary.MacroFactorModel.Rd
===================================================================
--- pkg/FactorAnalytics/man/summary.MacroFactorModel.Rd 2013-06-24 19:50:17 UTC (rev 2419)
+++ pkg/FactorAnalytics/man/summary.MacroFactorModel.Rd 2013-06-24 19:54:05 UTC (rev 2420)
@@ -1,28 +0,0 @@
-\name{summary.MacroFactorModel}
-\alias{summary.MacroFactorModel}
-\title{summary MacrofactorModel object.}
-\usage{
- summary.MacroFactorModel(fit.macro)
-}
-\arguments{
- \item{fit.macro}{fit object created by
- fitMacroeconomicFactorModel.}
-}
-\description{
- Generic function of summary method for
- fitMacroeconomicFactorModel.
-}
-\examples{
-# load data from the database
-data(managers.df)
-ret.assets = managers.df[,(1:6)]
-factors = managers.df[,(7:9)]
-# fit the factor model with OLS
-fit.macro <- fitMacroeconomicFactorModel(ret.assets,factors,fit.method="OLS",
- variable.selection="all subsets")
-summary(fit.macro)
-}
-\author{
- Eric Zivot and Yi-An Chen.
-}
-
Deleted: pkg/FactorAnalytics/man/summary.TimeSeriesModel.Rd
===================================================================
--- pkg/FactorAnalytics/man/summary.TimeSeriesModel.Rd 2013-06-24 19:50:17 UTC (rev 2419)
+++ pkg/FactorAnalytics/man/summary.TimeSeriesModel.Rd 2013-06-24 19:54:05 UTC (rev 2420)
@@ -1,28 +0,0 @@
-\name{summary.TimeSeriesModel}
-\alias{summary.TimeSeriesModel}
-\title{summary TimeSeriesModel object.}
-\usage{
- summary.TimeSeriesModel(fit.macro)
-}
-\arguments{
- \item{fit.macro}{fit object created by
- fitMacroeconomicFactorModel.}
-}
-\description{
- Generic function of summary method for
- fitMacroeconomicFactorModel.
-}
-\examples{
-# load data from the database
-data(managers.df)
-ret.assets = managers.df[,(1:6)]
-factors = managers.df[,(7:9)]
-# fit the factor model with OLS
-fit.macro <- fitMacroeconomicFactorModel(ret.assets,factors,fit.method="OLS",
- variable.selection="all subsets")
-summary(fit.macro)
-}
-\author{
- Eric Zivot and Yi-An Chen.
-}
-
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