fix #43. All examples have been cleared.

R/riskDecomp.R

@@ -78,12 +78,17 @@
 #' wtsStocks145GmvLo = round(wtsStocks145GmvLo,5)  
 #'                                                      
 #' # fit a fundamental factor model
+#' exposure.vars = c("SECTOR","ROE","BP","PM12M1M","SIZE", "ANNVOL1M", "EP")
 #' fit.cross <- fitFfm(data = dat, 
-#'               exposure.vars = c("SECTOR","ROE","BP","MOM121","SIZE","VOL121",
-#'               "EP"),date.var = "DATE", ret.var = "RETURN", asset.var = "TICKER", 
-#'               fit.method="WLS", z.score = "crossSection")
+#'               exposure.vars = exposure.vars,
+#'               date.var = "DATE", 
+#'               ret.var = "RETURN", 
+#'               asset.var = "TICKER", 
+#'               fit.method="WLS", 
+#'               z.score = "crossSection")
 #'               
 #' decompES = riskDecomp(fit.cross, risk = "ES") 
+#' 
 #' #get the factor contributions of risk 
 #' portES.decomp = riskDecomp(fit.cross, weights = wtsStocks145GmvLo, risk = "ES", portDecomp = TRUE)  
 #' @export

R/summary.pafm.r

@@ -12,10 +12,11 @@
 #' @examples
 #' # load data from the database
 #' data(managers, package = 'PerformanceAnalytics')
+#' 
 #' # fit the factor model with LS
-#' fit.ts <- fitTsfm(asset.names=colnames(managers[,(1:6)]), 
-#'                   factor.names=c("EDHEC.LS.EQ","SP500.TR"),
-#'                   data=managers)
+#' fit.ts <- fitTsfm(asset.names = colnames(managers[,(1:6)]), 
+#'                   factor.names = c("EDHEC LS EQ","SP500 TR"),
+#'                   data = managers)
 #'   
 #' fm.attr <- paFm(fit.ts)
 #' summary(fm.attr)

R/summary.tsfm.r

@@ -45,10 +45,6 @@
 #' @examples
 #'  # load data
 #' data(managers, package = 'PerformanceAnalytics')
-#' colnames(managers)
-#'  # Make syntactically valid column names
-#' colnames(managers) <- make.names( colnames(managers))
-#' colnames(managers)
 #' 
 #' fit <- fitTsfm(asset.names=colnames(managers[,(1:6)]),
 #'                factor.names=colnames(managers[,7:9]), 

R/summary.tsfmUpDn.r

@@ -34,16 +34,12 @@
 #' @examples
 #'  # load data
 #' data(managers, package = 'PerformanceAnalytics')
-#' colnames(managers)
-#'  # Make syntactically valid column names
-#' colnames(managers) <- make.names( colnames(managers))
-#' colnames(managers)
 #' 
 #' # example: Up and down market factor model with LS fit
-#' fitUpDn <- fitTsfmUpDn(asset.names=colnames(managers[,(1:6)]),
-#'                        mkt.name="SP500.TR",
-#'                        data=managers, 
-#'                        fit.method="LS")
+#' fitUpDn <- fitTsfmUpDn(asset.names = colnames(managers[,(1:6)]),
+#'                        mkt.name = "SP500 TR",
+#'                        data = managers, 
+#'                        fit.method = "LS")
 #'  
 #'  summary(fitUpDn)
 #'