#43 fixes , removed from examples and Stocks.df

 and `StockReturns` discussed in #34

R/fmCov.R

@@ -46,30 +46,19 @@
 #' \code{method}.
 #' 
 #' @examples
-#' # Time Series Factor model
+#' # Time Series Factor model example
 #'  # load data
 #' data(managers, package = 'PerformanceAnalytics')
 #'  # Make syntactically valid column names
 #' colnames(managers)
 #' colnames(managers) <- make.names( colnames(managers))
 #' colnames(managers)
 #' 
-#' fit <- fitTsfm(asset.names=colnames(managers[, (1:6)]), 
-#'                factor.names=c("EDHEC.LS.EQ","SP500.TR"), data=managers)                              
+#' fit <- fitTsfm(asset.names = colnames(managers[, (1:6)]), 
+#'                factor.names = c("EDHEC.LS.EQ","SP500.TR"), 
+#'                data = managers)                              
 #' fmCov(fit)
 #' 
-#' # Statistical Factor Model
-#' data(StockReturns)
-#' sfm.pca.fit <- fitSfm(r.M, k=2)
-#' fmCov(sfm.pca.fit)
-#' 
-#' # Fundamental factor Model
-#' data(Stocks.df)
-#' exposure.vars <- c("BOOK2MARKET", "LOG.MARKETCAP", "GICS.SECTOR")
-#' fit2 <- fitFfm(data=stock, asset.var="TICKER", ret.var="RETURN", 
-#'               date.var="DATE", exposure.vars=exposure.vars)
-#' fmCov(fit2)
-#' 
 #' @rdname fmCov
 #' @export