From 474ea097ac7a723e645e7dae5bffb8d1f6ba953a Mon Sep 17 00:00:00 2001 From: JustinMShea Date: Fri, 20 Aug 2021 15:29:07 -0500 Subject: [PATCH] #43 fixed spelling, re-organized args. --- R/fitTsfmLagLeadBeta.r | 12 +++++++----- 1 file changed, 7 insertions(+), 5 deletions(-) diff --git a/R/fitTsfmLagLeadBeta.r b/R/fitTsfmLagLeadBeta.r index 4eb6f923..82847a25 100644 --- a/R/fitTsfmLagLeadBeta.r +++ b/R/fitTsfmLagLeadBeta.r @@ -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)) {