braverock/FactorAnalytics

Issues

• load data("factorDataSetDjia5Yrs") error

  #91 opened 7 months ago by silent0506
  1

• Documentation

  #90 opened 2 years ago by geilerloui
  0

• A bug

  #89 opened 2 years ago by NenoJo
  0

• Market Cap Groupings in factorsSPGMI and stocksCRSP

  #87 opened 3 years ago by spinnj
  1

• stocksCRPS and factorsSPGMI sectors misspelled and not official GICS naming conventions used

  #86 opened 3 years ago by spinnj
  2

• factorsSPGMI and stocksCRSP incorrect sector assignments

  #85 opened 3 years ago by spinnj
  1

• Sector names fixes needed

  #77 opened 3 years ago by martinrd3D
  1

• FitFfmDT(addIntercept = TRUE/FALSE) ERROR

  #65 opened 3 years ago by JustinMShea
  2

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

  #64 opened 3 years ago by martinrd3D
  2

• plot.ffm, some chart options not working

  #70 opened 3 years ago by JustinMShea
  4

• Plots not working in fitTsfm_vignette

  #41 opened 3 years ago by kecoli
  11

• Document each dataset in seperate .R files

  #42 opened 3 years ago by JustinMShea
  2

• Details of Proper CRSP and SPGMI Names

  #80 opened 3 years ago by martinrd3D
  0

• Monthly and Weekly CRSP Risk-Free Rate Returns

  #81 opened 3 years ago by martinrd3D
  0

• Problem with data(package = "FactorAnalytics")

  #61 opened 3 years ago by martinrd3D
  3

• Fill in missings GICS code

  #67 opened 3 years ago by JustinMShea
  4

• Update DESCRIPTION file Description

  #76 opened 3 years ago by JustinMShea
  1

• Value returned by selectCRSPandSPGMI tiny issue

  #79 opened 3 years ago by martinrd3D
  1

• Enhance fitFfmDT man page

  #71 opened 3 years ago by JustinMShea
  2

• fitFfmDT man page and all related functions man pages

  #78 opened 3 years ago by martinrd3D
  0

• Only 1 stock for the RealEstate Sector

  #73 opened 3 years ago by martinrd3D
  3

• Update README

  #59 opened 3 years ago by JustinMShea
  1

• Replace all unit tests using data factorDataSetDjia5Yrs with CRSP/SPGMI data

  #75 opened 3 years ago by JustinMShea
  0

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

  #58 opened 3 years ago by martinrd3D
  4

• fitFfmDT: unit test test-VIF.R Error

  #74 opened 3 years ago by JustinMShea
  1

• -R CMD Check: NOTE installed size is 8.9Mb

  #45 opened 3 years ago by JustinMShea
  0

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

  #43 opened 3 years ago by JustinMShea
  20

• Replace all examples using data factorDataSetDjia5Yrs with CRSP/SPGMI data

  #69 opened 3 years ago by JustinMShea
  0

• fitTsfmLagLeadBeta, fitTsfmUpDn, fitTsfmMT

  #54 opened 3 years ago by martinrd3D
  0

• Enhance fitFfmDT man page

  #72 opened 3 years ago by martinrd3D
  1

• FitFfm(fit.method = "WLS") ERROR

  #68 opened 3 years ago by JustinMShea
  1

• change "scoresSPGMI' to "factorsSPGMI"

  #66 opened 3 years ago by JustinMShea
  1

• fitFfm versus fitFfmDT

  #53 opened 3 years ago by martinrd3D
  7

• FA attached packages and packages loaded via a namespace

  #56 opened 3 years ago by martinrd3D
  21

• -R CMD Check WARNING: checking Rd \usage sections

  #36 opened 3 years ago by JustinMShea
  0

• -R CMD Check Warning: replacing previous import ‘data.table::first’ by ‘xts::first’ when loading ‘FactorAnalytics’

  #44 opened 3 years ago by JustinMShea
  2

• Move all import and importFrom from zzz.R to relevant .R function files

  #60 opened 3 years ago by JustinMShea
  6

• Check CRSP data transformations

  #57 opened 3 years ago by JustinMShea
  1

• stocksCRSPweekly.rda

  #49 opened 3 years ago by martinrd3D
  1

• fitSfm function, the Sfm vignette and data used

  #52 opened 3 years ago by martinrd3D
  4

• fitSfm functions and data: to keep or not to keep in FA 1.0

  #40 opened 3 years ago by martinrd3D
  3

• Set fitSfm aside for now to expedite preperations for FactorAnalytics for CRAN submission

  #55 opened 3 years ago by martinrd3D
  0

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

  #51 opened 3 years ago by JustinMShea
  0

• fitTsfmMT.r conversion to excess returns broken

  #50 opened 3 years ago by JustinMShea
  0

• Install of master branch failing - "ERROR: lazydata failed for package 'FactorAnalytics'"

  #48 opened 3 years ago by StevenBlackbeard
  4

• Install failed by LazyData: true

  #47 opened 3 years ago by dan9401
  7

• -R CMD Check ERROR: checking examples

  #37 opened 3 years ago by JustinMShea
  0

• The Stocks.df Problem

  #39 opened 3 years ago by martinrd3D
  5

• -R CMD Check WARNING: checking for code/documentation mismatches

  #35 opened 3 years ago by JustinMShea
  0

• -R CMD Check NOTE: 'LazyDataCompression' is specified without 'LazyData'

  #38 opened 3 years ago by JustinMShea
  1