[Uwgarp-commits] r46 - pkg/GARPFRM/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jan 20 19:29:32 CET 2014
Author: tfillebeen
Date: 2014-01-20 19:29:31 +0100 (Mon, 20 Jan 2014)
New Revision: 46
Modified:
pkg/GARPFRM/R/capm.R
Log:
plot and working on getStatistics
Modified: pkg/GARPFRM/R/capm.R
===================================================================
--- pkg/GARPFRM/R/capm.R 2014-01-20 18:21:30 UTC (rev 45)
+++ pkg/GARPFRM/R/capm.R 2014-01-20 18:29:31 UTC (rev 46)
@@ -126,10 +126,10 @@
# Multi-Beta CAPM
x <- coef(summary(object))
tmp_sm <- do.call(rbind, x)
- holder = holder<-matrix(0,nrow=1,ncol=ncol(ncol(coef(object)))*2)
+ holder = holder<-matrix(0,nrow=1,ncol=ncol(coef(object))*2)
n = 1
for (i in 1:ncol(coef(object))){
- tmpHolder = cbind(c(paste("alpha.",colnames(ncol(coef(object)))[i])) ,c(paste("beta.",colnames(managers[,3:4])[i])))
+ tmpHolder = cbind(c(paste("alpha.",colnames(coef(mv))[i])) ,c(paste("beta.",colnames(coef(mv))[i])))
holder[,n:(i*2)] = tmpHolder
n = n*2 +1
}
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