braverock FactorAnalytics issues

braverock / FactorAnalytics

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load data("factorDataSetDjia5Yrs") error

#91 silent0506 opened 6 months ago
1
Documentation

#90 geilerloui closed 1 year ago
0
A bug

#89 NenoJo opened 1 year ago
0
issue 86: add script to sandbox/Vestcor Data Cleaning for review

#88 spinnj closed 2 years ago
1
Market Cap Groupings in factorsSPGMI and stocksCRSP

#87 spinnj opened 2 years ago
1
stocksCRPS and factorsSPGMI sectors misspelled and not official GICS naming conventions used

#86 spinnj opened 2 years ago
2
factorsSPGMI and stocksCRSP incorrect sector assignments

#85 spinnj opened 2 years ago
1
Revert "clean factorsSPGMI and stocksCRSP data sets"

#84 spinnj closed 2 years ago
1
clean factorsSPGMI and stocksCRSP data sets

#83 spinnj closed 2 years ago
9
Code fix to address plotting problems in ffm and tsfm objects

#82 kecoli closed 2 years ago
1
Monthly and Weekly CRSP Risk-Free Rate Returns

#81 martinrd3D opened 2 years ago
0
Details of Proper CRSP and SPGMI Names

#80 martinrd3D closed 2 years ago
0
Value returned by selectCRSPandSPGMI tiny issue

#79 martinrd3D closed 2 years ago
1
fitFfmDT man page and all related functions man pages

#78 martinrd3D opened 2 years ago
0
Sector names fixes needed

#77 martinrd3D closed 2 years ago
1
Update DESCRIPTION file Description

#76 JustinMShea opened 2 years ago
1
Replace all unit tests using data factorDataSetDjia5Yrs with CRSP/SPGMI data

#75 JustinMShea opened 2 years ago
0
fitFfmDT: unit test test-VIF.R Error

#74 JustinMShea opened 2 years ago
1
Only 1 stock for the RealEstate Sector

#73 martinrd3D opened 2 years ago
3
Enhance fitFfmDT man page

#72 martinrd3D closed 2 years ago
1
Enhance fitFfmDT man page

#71 JustinMShea closed 2 years ago
2
plot.ffm, some chart options not working

#70 JustinMShea opened 2 years ago
4
Replace all examples using data factorDataSetDjia5Yrs with CRSP/SPGMI data

#69 JustinMShea opened 2 years ago
0
FitFfm(fit.method = "WLS") ERROR

#68 JustinMShea closed 2 years ago
1
Fill in missings GICS code

#67 JustinMShea closed 2 years ago
4
change "scoresSPGMI' to "factorsSPGMI"

#66 JustinMShea closed 2 years ago
1
FitFfmDT(addIntercept = TRUE/FALSE) ERROR

#65 JustinMShea opened 2 years ago
2
Warning Message in vignette vignette code "fitFfmDT New_DougFixed 11 24 21.R

#64 martinrd3D opened 2 years ago
2
Add closing parenthesis to rcmdcheck() in github workflow

#63 jaymon0703 closed 2 years ago
0
CHECK FORCE SUGGESTS set to false - Slack Build CHECK notification

#62 jaymon0703 closed 2 years ago
0
Problem with data(package = "FactorAnalytics")

#61 martinrd3D closed 2 years ago
3
Move all import and importFrom from zzz.R to relevant .R function files

#60 JustinMShea closed 3 years ago
6
Update README

#59 JustinMShea opened 3 years ago
1
Examples removed from fmXXDecomp.R manual pages, and saved for future replacement

#58 martinrd3D opened 3 years ago
4
Check CRSP data transformations

#57 JustinMShea opened 3 years ago
1
FA attached packages and packages loaded via a namespace

#56 martinrd3D closed 2 years ago
21
Set fitSfm aside for now to expedite preperations for FactorAnalytics for CRAN submission

#55 martinrd3D closed 3 years ago
0
fitTsfmLagLeadBeta, fitTsfmUpDn, fitTsfmMT

#54 martinrd3D opened 3 years ago
0
fitFfm versus fitFfmDT

#53 martinrd3D closed 2 years ago
7
fitSfm function, the Sfm vignette and data used

#52 martinrd3D closed 3 years ago
4
fitTsfmUpDn errors in do.call(lmrobdet.control, control[m2, drop = TRUE]) :

#51 JustinMShea closed 3 years ago
0
fitTsfmMT.r conversion to excess returns broken

#50 JustinMShea closed 3 years ago
0
stocksCRSPweekly.rda

#49 martinrd3D opened 3 years ago
1
Install of master branch failing - "ERROR: lazydata failed for package 'FactorAnalytics'"

#48 StevenBlackbeard closed 3 years ago
4
Install failed by LazyData: true

#47 dan9401 closed 3 years ago
7
Add R-CMD-check GitHub Action with Slack notification info

#46 jaymon0703 closed 3 years ago
0
-R CMD Check: NOTE installed size is 8.9Mb

#45 JustinMShea opened 3 years ago
0
-R CMD Check Warning: replacing previous import ‘data.table::first’ by ‘xts::first’ when loading ‘FactorAnalytics’

#44 JustinMShea closed 3 years ago
2
-R CMD Check ERROR: Running examples in ‘FactorAnalytics-Ex.R’ failed

#43 JustinMShea opened 3 years ago
20
Document each dataset in seperate .R files

#42 JustinMShea closed 2 years ago
2