Justin M. Shea

Results 46 comments of Justin M. Shea

Next function failing: > ### Name: fmmcSemiParam > ### Title: Semi-parametric factor model Monte Carlo > ### Aliases: fmmcSemiParam > > # ** Examples > > fit a time series...

Hi @martinrd3D , see above. The example seems to setup the syntax correctly, but the function fails. More to discuss later...

Hi @martinrd3D, I should've been more specific, and was referencing the most recent note posted in this issue, about function **fmmcSemiParam**. I fixed the issues associated with **fitTsfmLagLeadBeta** this weekend...

After recent enhancement to FitFffm, need to fix a few things that will pop up here e7e0007b2d92163477e30fbe7417fc80f8b46849

@midoshammaa , the last example fails on `fmTstats` ### Name: fmTstats > ### Title: t-stats and Plots for a fitted Fundamental Factor Model > ### Aliases: fmTstats fmTstats.ffm > >...

@martinrd3D Cleared all ERRORs for now and am closing this issue. We are back down to 1 NOTE, related to data size.

reopening, as many of the items in #69 relate to this, and we are already throwing some new errors as we go through the process of changing data sets as...

Thanks @martinrd3D This is also related to issue #28, and is very helpful as it adds important info about the data set

@martinrd3D Demo loads and runs, but there is an error in the code. See below: https://github.com/braverock/FactorAnalytics/blob/master/demo/vignette-fitFfmDT-06-22-21.R L159 regarding the repRisk function.