[Returnanalytics-commits] r2980 - pkg/FactorAnalytics/R

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

Author: chenyian
Date: 2013-09-03 23:43:27 +0200 (Tue, 03 Sep 2013)
New Revision: 2980

Modified:
   pkg/FactorAnalytics/R/factorModelPerformanceAttribution.r
Log:
clean up codes.

Modified: pkg/FactorAnalytics/R/factorModelPerformanceAttribution.r
===================================================================
--- pkg/FactorAnalytics/R/factorModelPerformanceAttribution.r	2013-09-03 21:32:50 UTC (rev 2979)
+++ pkg/FactorAnalytics/R/factorModelPerformanceAttribution.r	2013-09-03 21:43:27 UTC (rev 2980)
@@ -91,7 +91,8 @@
       fit.lm = fit$asset.fit[[k]]
       
       ## extract information from lm object
-      date <- index(na.omit(fit$data[,k])) 
+      data <- checkData(fit$data)
+      date <- index(na.omit(data[,k])) 
       actual.xts = xts(fit.lm$model[1], as.Date(date))