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arorar / PortfolioConstruction

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plot.stambaugh with distances choice 2 only works if no NA's #2

Open robustport opened 1 year ago

robustport commented 1 year ago

cov.control <- covRob.control(estim = "mcd", alpha = 0.9) models <- stambaugh.fit(symdata, method = c("classic", "robust"), cov.control = cov.control) plot(models, 1) plot(models, 2) # Only works when no NA's

robustport commented 1 year ago

The plot now seems ok. But I get the Warning message: "Removed 168 rows containing missing values (geom_text())." Not sure how that happens since symdata has 92 rows?? See my script that I will email.

robustport commented 1 year ago

The problem stated on Apr 15, no longer exists. Need to check if it works with any NA's.