From 7e6751abf4309a586c2d693204c207e8e2bfb260 Mon Sep 17 00:00:00 2001
From: JustinMShea <jshea@roosevelt.edu>
Date: Sat, 21 Aug 2021 19:15:01 -0500
Subject: [PATCH] #43 fixes , removed from examples and `Stocks.df`  and
 `StockReturns` discussed in #34

---
 R/fmCov.R    | 19 ++++---------------
 man/fmCov.Rd | 19 ++++---------------
 2 files changed, 8 insertions(+), 30 deletions(-)

diff --git a/R/fmCov.R b/R/fmCov.R
index d440c22f..2224a664 100644
--- a/R/fmCov.R
+++ b/R/fmCov.R
@@ -46,7 +46,7 @@
 #' \code{method}.
 #' 
 #' @examples
-#' # Time Series Factor model
+#' # Time Series Factor model example
 #'  # load data
 #' data(managers, package = 'PerformanceAnalytics')
 #'  # Make syntactically valid column names
@@ -54,22 +54,11 @@
 #' 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
 
diff --git a/man/fmCov.Rd b/man/fmCov.Rd
index 2aed63ac..fad13140 100644
--- a/man/fmCov.Rd
+++ b/man/fmCov.Rd
@@ -57,7 +57,7 @@ argument. Note that the default of \code{use="pairwise.complete.obs"} for
 handling NAs restricts the method to "pearson".
 }
 \examples{
-# Time Series Factor model
+# Time Series Factor model example
  # load data
 data(managers, package = 'PerformanceAnalytics')
  # Make syntactically valid column names
@@ -65,22 +65,11 @@ 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)
-
 }
 \references{
 Zivot, E., & Jia-hui, W. A. N. G. (2006). Modeling Financial Time