[Returnanalytics-commits] r3589 - in pkg/FactorAnalytics: R man

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

Author: chenyian
Date: 2015-02-02 21:15:56 +0100 (Mon, 02 Feb 2015)
New Revision: 3589

Modified:
   pkg/FactorAnalytics/R/fitTsfmTiming.r
   pkg/FactorAnalytics/man/fitTsfmTiming.Rd
Log:
update the example in fitTsfmTiming.Rd.

Modified: pkg/FactorAnalytics/R/fitTsfmTiming.r
===================================================================
--- pkg/FactorAnalytics/R/fitTsfmTiming.r	2015-02-01 19:50:19 UTC (rev 3588)
+++ pkg/FactorAnalytics/R/fitTsfmTiming.r	2015-02-02 20:15:56 UTC (rev 3589)
@@ -142,7 +142,7 @@
 #' 
 #' # example: Market-timing factors with robust fit
 #' fit <- fitTsfmTiming(asset.names=colnames(managers[,(1:6)]), factor.names=NULL, 
-#'                mkt.name="SP500 TR", data=managers)
+#'                mkt.name="SP500 TR",rf.name="US 3m TR",data=managers)
 #' summary(fit)
 #' fitted(fit)
 #'  

Modified: pkg/FactorAnalytics/man/fitTsfmTiming.Rd
===================================================================
--- pkg/FactorAnalytics/man/fitTsfmTiming.Rd	2015-02-01 19:50:19 UTC (rev 3588)
+++ pkg/FactorAnalytics/man/fitTsfmTiming.Rd	2015-02-02 20:15:56 UTC (rev 3589)
@@ -131,7 +131,7 @@
 
 # example: Market-timing factors with robust fit
 fit <- fitTsfmTiming(asset.names=colnames(managers[,(1:6)]), factor.names=NULL,
-               mkt.name="SP500 TR", data=managers)
+               mkt.name="SP500 TR",rf.name="US 3m TR",data=managers)
 summary(fit)
 fitted(fit)
 }