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#43 fixed spelling, re-organized args.
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JustinMShea committed Aug 20, 2021
1 parent a966d20 commit 474ea09
Showing 1 changed file with 7 additions and 5 deletions.
12 changes: 7 additions & 5 deletions R/fitTsfmLagLeadBeta.r
Original file line number Diff line number Diff line change
Expand Up @@ -73,17 +73,19 @@
#' # load data from the database
#' data(managers, package = 'PerformanceAnalytics')
#'
#' # example: A lagged Beetas model with LS fit
#' fit <- fitTsfmLagLeadBeta(asset.names=colnames(managers[,(1:6)]),LagLeadBeta=2,LagOnly=TRUE,
#' mkt.name="SP500 TR",rf.name="US 3m TR",data=managers)
#' # example: A lagged Betas model with LS fit
#' fit <- fitTsfmLagLeadBeta(asset.names = names(managers[,(1:6)]),
#' mkt.name = "SP500 TR", rf.name = "US 3m TR",
#' data = managers, LagLeadBeta=2, LagOnly=TRUE)
#' summary(fit)
#' fitted(fit)
#'
#' @export

fitTsfmLagLeadBeta <- function(asset.names, mkt.name, rf.name=NULL,
data=data, fit.method=c("LS","DLS","Robust"),LagLeadBeta=1, LagOnly=FALSE,
control=fitTsfm.control(...),...) {
data=data, fit.method=c("LS","DLS","Robust"),
LagLeadBeta=1, LagOnly=FALSE,
control=fitTsfm.control(...), ...) {

if (LagLeadBeta!=0){
if (is.null(mkt.name)) {
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