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a91quaini / intrinsicFRP

An R package for Factor Model Asset Pricing
GNU General Public License v3.0
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[docs] Documentation need to contain references #2

Closed lrnv closed 11 months ago

lrnv commented 11 months ago

For exemples, in the ChenFang2019BetaRankTest documentation, you state that is compute the "Chen fang 2019 rank statistic and p-value". I bet that Chen-Fang 2019 is a reference to a given paper. The documentation could include this reference in a better format (like in a paper) so that getting to the source is easier.

More generally, each page of the documentation that refers to the litterature should include the corresponding bibliography. I havent done that in a while, but I remember that there are tools to include properly-formated bibtex references in Roxygen documentation, maybe you could take a look ?

Other instance: ?TRFP with Newey-West 1994

Same thing with the datasets: there is currently a link but in the paper you say that there data come from (French, 2022) ? This ref needs to appear in the docs too

a91quaini commented 11 months ago

Thank you, I have updated the documentation of the functions. As for the dataset, the link to the Kenneth French data library can be found in the appropriate dataset doc, e.g., by running ?intrinsicFRP::returns. I removed the paper (French, 2022) as it was just a link to the library.