Justin M. Shea

FitFfmDT(addIntercept = TRUE/FALSE) ERROR

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Document additional restrictions on choice of `addIntercept = TRUE`. Make sure docs reflect functions here. Also, please see https://github.com/braverock/FactorAnalytics/blob/master/R/fmTstats.R#L79-L89 And also: https://github.com/braverock/FactorAnalytics/blob/master/R/fitFfm.R#L193-L200

plot.ffm, some chart options not working

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With the following example: https://github.com/braverock/FactorAnalytics/blob/master/R/plot.ffm.R#L111-L122 ``` data(factorDataSetDjia5Yrs) # fit a fundamental factor model exposure.vars

Update DESCRIPTION file Description

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This description is a bit outdated. Update the content to better reflect that of the `README.md` and better focus on the most important aspects. Related to #59

Update README

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The current README has good information, but could benefit from an improved layout, instructions, and content edits. These include but aren't limited to - Adding relevant badges which communicate various...

Using the selectCRSPandSPGMI function with stocksCRSP and factorsSPGMI, create a similar dataset to factorsDataSetDjia5Yrs and replace in all examples. When done, move the legacy data set to the sandbox. Related...

fitFfmDT: unit test test-VIF.R Error

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Output message from pkg build below. Looks like an issue in passing the specFfm object, but this needs further debugging. ``` * checking tests ... Running ‘tinytest.R’ ERROR Running the...

We have reduce the main `data/` to half the size, but we need to get it under 5 Mb, or lobby for an exception. sub-directories of 1Mb or more: data...

-R CMD Check ERROR: Running examples in ‘FactorAnalytics-Ex.R’ failed

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The error most likely occurred in: > ### Name: fitTsfmLagLeadBeta > ### Title: Fit a lagged and lead Betas factor model using time series > ### regression > ### Aliases:...

Using the `selectCRSPandSPGMI` function with `stocksCRSP` and `factorsSPGMI`, create a similar dataset to `factorsDataSetDjia5Yrs` and replace in all examples. When done, move the legacy data set to the sandbox. Related...