fitTsfmUpDn errors in do.call(lmrobdet.control, control[m2, drop = TRUE]) :

[JustinMShea]

Similar to issue #50 , https://github.com/braverock/FactorAnalytics/blob/master/R/fitTsfmUpDn.R#L122-L126.

Also, part of #43 needs further investigation

Name: fitTsfmUpDn

Title: Fit a up and down market factor model using time series

regression

Aliases: fitTsfmUpDn

** Examples

load data

data(managers, package = 'PerformanceAnalytics')

Make syntactically valid column names

colnames(managers)
[1] "HAM1" "HAM2" "HAM3" "HAM4" "HAM5"
[6] "HAM6" "EDHEC LS EQ" "SP500 TR" "US 10Y TR" "US 3m TR"
colnames(managers) <- make.names( colnames(managers))
colnames(managers)
[1] "HAM1" "HAM2" "HAM3" "HAM4" "HAM5"
[6] "HAM6" "EDHEC.LS.EQ" "SP500.TR" "US.10Y.TR" "US.3m.TR"

example: Up and down market factor model with LS fit

fitUpDn <- fitTsfmUpDn(asset.names=colnames(managers[,(1:6)]),mkt.name="SP500.TR", data=managers, fit.method="LS",control=NULL)
Error in do.call(lmrobdet.control, control[m2, drop = TRUE]) :
second argument must be a list
Calls: fitTsfmUpDn -> fitTsfm -> do.call
Execution halted