[Returnanalytics-commits] r3045 - in pkg/FactorAnalytics: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Sep 10 19:47:18 CEST 2013
Author: chenyian
Date: 2013-09-10 19:47:18 +0200 (Tue, 10 Sep 2013)
New Revision: 3045
Modified:
pkg/FactorAnalytics/R/factorModelPerformanceAttribution.r
pkg/FactorAnalytics/man/factorModelPerformanceAttribution.Rd
Log:
debug.
Modified: pkg/FactorAnalytics/R/factorModelPerformanceAttribution.r
===================================================================
--- pkg/FactorAnalytics/R/factorModelPerformanceAttribution.r 2013-09-10 17:02:44 UTC (rev 3044)
+++ pkg/FactorAnalytics/R/factorModelPerformanceAttribution.r 2013-09-10 17:47:18 UTC (rev 3045)
@@ -27,16 +27,16 @@
#' @export
#' @examples
#'
-#'
+#' \dontrun{
#' data(managers.df)
#' fit.ts <- fitTimeSeriesFactorModel(assets.names=colnames(managers.df[,(1:6)]),
#' factors.names=c("EDHEC.LS.EQ","SP500.TR"),
#' data=managers.df,fit.method="OLS")
#' # withoud benchmark
#' fm.attr <- factorModelPerformanceAttribution(fit.ts)
+#' }
#'
#'
-#'
factorModelPerformanceAttribution <-
function(fit,...) {
Modified: pkg/FactorAnalytics/man/factorModelPerformanceAttribution.Rd
===================================================================
--- pkg/FactorAnalytics/man/factorModelPerformanceAttribution.Rd 2013-09-10 17:02:44 UTC (rev 3044)
+++ pkg/FactorAnalytics/man/factorModelPerformanceAttribution.Rd 2013-09-10 17:47:18 UTC (rev 3045)
@@ -34,6 +34,7 @@
\eqn{u_t}.
}
\examples{
+\dontrun{
data(managers.df)
fit.ts <- fitTimeSeriesFactorModel(assets.names=colnames(managers.df[,(1:6)]),
factors.names=c("EDHEC.LS.EQ","SP500.TR"),
@@ -41,6 +42,7 @@
# withoud benchmark
fm.attr <- factorModelPerformanceAttribution(fit.ts)
}
+}
\author{
Yi-An Chen.
}
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