Skip to content

Commit

Permalink
minor example cleanup
Browse files Browse the repository at this point in the history
  • Loading branch information
JustinMShea committed Sep 13, 2021
1 parent b83b895 commit 9c6d699
Show file tree
Hide file tree
Showing 2 changed files with 18 additions and 6 deletions.
12 changes: 9 additions & 3 deletions R/portEsDecomp.R
Original file line number Diff line number Diff line change
Expand Up @@ -81,6 +81,7 @@
#' wts = runif(6)
#' wts = wts/sum(wts)
#' names(wts) <- colnames(managers)[1:6]
#'
#' portEsDecomp(fit.macro, wts)
#'
#' # Fundamental Factor Model
Expand All @@ -95,13 +96,18 @@
#'
#' # fit a fundamental factor model
#' fit.cross <- fitFfm(data = dat,
#' exposure.vars = c("SECTOR","ROE","BP","SIZE",
#' "EP"),date.var = "DATE", ret.var = "RETURN", asset.var = "TICKER",
#' fit.method="WLS", z.score = "crossSection")
#' exposure.vars = c("SECTOR","ROE","BP","SIZE", "EP"),
#' date.var = "DATE",
#' ret.var = "RETURN",
#' asset.var = "TICKER",
#' fit.method="WLS",
#' z.score = "crossSection")
#'
#' decomp = portEsDecomp(fit.cross)
#'
#' #get the factor contributions of risk
#' decomp$cES
#'
#' portEsDecomp(fit.cross, weights = wtsStocks145GmvLo)
#' @export

Expand Down
12 changes: 9 additions & 3 deletions man/portEsDecomp.Rd

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

0 comments on commit 9c6d699

Please sign in to comment.