Justin M. Shea
Justin M. Shea
@martinrd3D Now that GICS and Sector info is complete, this is the next one on the board which is currently creating two errors when building the package.
Add notes on broader vision for this package and define it by acknowledging the decade long effort of many contributors to add their work to this repo, which is essentially...
@braverock Will need to consider what to do with git LFS here. Do we expect users to install it? I'm leaning toward no...
@martinrd3D I followed up with @braverock and he is good on posting a few extra dollars if our download rates on this really spike.
@martinrd3D we could replace the stocks.df and other legacy data sets with something like this: ``` data("stocksCRSP") data("scoresSPGMI") CRSP_SPGMI
After debugging a bit, this is most likely related to data issue #73, not fitFfmDT. Removing @midoshammaa
This ultimately executes and fails at `fitTsfm`, which appears to be working OK? The `fitTsfm` example test passes. The issue maybe in the lag transform steps...hence the `[.xts` Error.
Not yet! Still working through it. Might be an `xts` issue...getting some odd behavior here during the `merge`
Sounds compelling! You could open another issues for this and mark it as "feature". Thanks!
Last fail on this issue is here: > ### Name: fitTsfmUpDn > ### Title: Fit a up and down market factor model using time series > ### regression > ###...