[Returnanalytics-commits] r4019 - pkg/FactorAnalytics/R

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

Author: pragnya
Date: 2016-05-06 16:14:25 +0200 (Fri, 06 May 2016)
New Revision: 4019

Modified:
   pkg/FactorAnalytics/R/fitFfm.R
Log:
Fixed typo in fitted.ffm

Modified: pkg/FactorAnalytics/R/fitFfm.R
===================================================================
--- pkg/FactorAnalytics/R/fitFfm.R	2016-04-29 17:21:48 UTC (rev 4018)
+++ pkg/FactorAnalytics/R/fitFfm.R	2016-05-06 14:14:25 UTC (rev 4019)
@@ -408,7 +408,7 @@
 fitted.ffm <- function(object, ...) {  
   # get fitted values for all assets in each time period
   # transpose and convert into xts/zoo objects
-  fitted.xts <- checkData(t(sapply(object$asset.fit, fitted)))
+  fitted.xts <- checkData(t(sapply(object$factor.fit, fitted)))
   names(fitted.xts) <- object$asset.names
   return(fitted.xts)
 }