[Returnanalytics-commits] r2978 - pkg/FactorAnalytics/R

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

Author: chenyian
Date: 2013-09-03 23:22:24 +0200 (Tue, 03 Sep 2013)
New Revision: 2978

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

Modified: pkg/FactorAnalytics/R/factorModelPerformanceAttribution.r
===================================================================
--- pkg/FactorAnalytics/R/factorModelPerformanceAttribution.r	2013-09-03 21:01:25 UTC (rev 2977)
+++ pkg/FactorAnalytics/R/factorModelPerformanceAttribution.r	2013-09-03 21:22:24 UTC (rev 2978)
@@ -86,13 +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 <- rownames(fit.lm$model[1])
-      
+      date <- index(na.omit(fit$data[,k])) 
       actual.xts = xts(fit.lm$model[1], as.Date(date))