[Returnanalytics-commits] r3354 - pkg/FactorAnalytics/R

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

Author: chenyian
Date: 2014-04-08 19:43:21 +0200 (Tue, 08 Apr 2014)
New Revision: 3354

Modified:
   pkg/FactorAnalytics/R/plot.FundamentalFactorModel.r
Log:
correct tyop in plot.FundamentalFactorModel.r 

Modified: pkg/FactorAnalytics/R/plot.FundamentalFactorModel.r
===================================================================
--- pkg/FactorAnalytics/R/plot.FundamentalFactorModel.r	2014-04-08 06:57:05 UTC (rev 3353)
+++ pkg/FactorAnalytics/R/plot.FundamentalFactorModel.r	2014-04-08 17:43:21 UTC (rev 3354)
@@ -278,7 +278,7 @@
                colnames(tmpData)[c(1,length(tmpData[1,]))] = c(i, "residual")
                factor.VaR.decomp.list[[i]] = 
                  factorModelVaRDecomposition(tmpData, 
-                                            x$beta[i,],
+                                            betas[i,],
                                             x$resid.variance[i], tail.prob=0.05,VaR.method=VaR.method)
              }