[Returnanalytics-commits] r2974 - pkg/FactorAnalytics/R

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

Author: chenyian
Date: 2013-09-03 19:22:58 +0200 (Tue, 03 Sep 2013)
New Revision: 2974

Modified:
   pkg/FactorAnalytics/R/factorModelPerformanceAttribution.r
Log:
debug time index

Modified: pkg/FactorAnalytics/R/factorModelPerformanceAttribution.r
===================================================================
--- pkg/FactorAnalytics/R/factorModelPerformanceAttribution.r	2013-09-03 05:23:35 UTC (rev 2973)
+++ pkg/FactorAnalytics/R/factorModelPerformanceAttribution.r	2013-09-03 17:22:58 UTC (rev 2974)
@@ -86,12 +86,12 @@
     fundName = rownames(fit$beta)
     
     attr.list <- list()
-    
+  #  data <- checkData(fit$data)
     for (k in fundName) {
     fit.lm = fit$asset.fit[[k]]
    
     ## extract information from lm object
-    date <- index(fit$data[,k])
+    date <- rownames(fit.lm$model[1])
    
     actual.xts = xts(fit.lm$model[1], as.Date(date))
  
@@ -187,7 +187,7 @@
       cum.spec.ret <- fit$r2
       factorName = rownames(fit$loadings)
       fundName = colnames(fit$loadings)
-     
+      
       # create list for attribution
       attr.list <- list()
       # pca method