R. Douglas Martin

Warning Message in vignette vignette code "fitFfmDT New_DougFixed 11 24 21.R

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Line 389 produces the Warning message: Warning message: In sub(pattern = specObj$exposures.char, colnames(beta), replacement = "") : argument 'pattern' has length > 1 and only the first element will be...

We have original .xlsx files for all the CRSP data except the monthly and weekly risk-free rate returns, for which we have only the files risk-free monthly.csv and risk-free weekly.csv....

This issue replaces issue #71. The man page for fitFfmDT and related man pages (specFfm, extractRegressionStats, convert, lagExposures, residualizeReturns, standardizeExposures, standardizeReturns) all need to be complete with Examples, and sufficient...

Only 1 stock for the RealEstate Sector

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Only 1 stock among the set of 310 CRSP stocks we have, of which we currently use 300, and this causes problems. In addition it turns out that there are...

Examples removed from fmXXDecomp.R manual pages, and saved for future replacement

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Manual page examples to be removed from factor model risk decomposition functions for now, due to removal of data sets for the examples, and saved here for adding back once...

Justin and I discussed that these functions should be options in the function fitTsfm. Probably all three of these functions can go there as is, but we should check the...

stocksCRSPweekly.rda

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The current stocksCRSPweekly.rda file in the folder data_extra does not have all the components needed. See the yellow-highlighted text in the updated file FactorAnalytics Data 08 15 21.docx in the...

Demo folder

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For a variety of useful scripts, especially for R scripts for static vignettes.

### Description Selecting a column does not delete row and column names, as lines 7 and 9 of the Examples shows To do so, one needs to use Drop =...