From a79c0c3a3a37f014111832f89abfcfcfc468f55f Mon Sep 17 00:00:00 2001 From: JustinMShea Date: Sat, 21 Aug 2021 18:59:53 -0500 Subject: [PATCH] #43 fixed errors from managers data names --- R/fmCov.R | 6 ++++++ man/fmCov.Rd | 6 ++++++ 2 files changed, 12 insertions(+) diff --git a/R/fmCov.R b/R/fmCov.R index ee355af9..d440c22f 100644 --- a/R/fmCov.R +++ b/R/fmCov.R @@ -47,7 +47,13 @@ #' #' @examples #' # Time Series Factor model +#' # 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) #' fmCov(fit) diff --git a/man/fmCov.Rd b/man/fmCov.Rd index 9812f7ad..2aed63ac 100644 --- a/man/fmCov.Rd +++ b/man/fmCov.Rd @@ -58,7 +58,13 @@ handling NAs restricts the method to "pearson". } \examples{ # Time Series Factor model + # 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) fmCov(fit)