Plots not working in fitTsfm_vignette

[kecoli]

plot(fit.sub, plot.single=TRUE, asset.name="HAM1")

Make a plot selection (or 0 to exit):

1: Actual and fitted asset returns (not working) 2: Actual vs fitted asset returns 3: Residuals vs fitted asset returns 4: Sqrt. of modified residuals vs fitted 5: Residuals with standard error bands (not working) 6: Time series of squared residuals (not working) 7: Time series of absolute residuals (not working) 8: SACF and PACF of residuals 9: SACF and PACF of squared residuals 10: SACF and PACF of absolute residuals 11: Non-parametric density of residuals with normal overlaid 12: Non-parametric density of residuals with skew-t overlaid 13: Histogram of residuals with non-parametric density and normal overlaid 14: QQ-plot of residuals 15: CUSUM test-Recursive residuals 16: CUSUM test-LS residuals 17: Recursive estimates (RE) test of LS regression coefficients 18: Rolling regression over a 24-period observation window 19: Asset returns vs factor returns (single factor model)

[JustinMShea]

Hey @kecoli and @martinrd3D

Is this the same or similar to issue #19 ?

Thanks!

[martinrd3D]

Almost surely, yes.

@kecoli from our recent call, you have fixed all of these. But then maybe the fixes still need to be committed?

On Wed, Jul 28, 2021 at 8:47 AM Justin M. Shea @.***> wrote:

Hey @kecoli https://github.com/kecoli and @martinrd3D https://github.com/martinrd3D

Is this the same or similar to issue #19 https://github.com/braverock/FactorAnalytics/issues/19 ?

Thanks!

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[JustinMShea]

Ok thanks @martinrd3D. So hits is indeed a duplicate issue with #19. I will close this one, and transfer @kecoli notes

[kecoli]

reopen this issue since it is for plotting functions in fitTsfm, while #19 is for fitFfm (which I have not looked at yet)

[dan9401]

@kecoli I noticed the merge conflict not resolved in plot.tsfm.r.

[JustinMShea]

Thanks @dan9401.

Reviewing the recent commits @kecoli, looks like we introduced some new errors.

I suggest a hard reset to my latest commit, and then re-adding your work again, and building the package locally.

The build should fail at the point of error and indicate which line of the function requires attention.

[kecoli]

Thanks @dan9401.

Reviewing the recent commits @kecoli, looks like we introduced some new errors.

I suggest a hard reset to my latest commit, and then re-adding your work again, and building the package locally.

The build should fail at the point of error and indicate which line of the function requires attention.

Sorry about it, didn't expect it would happen but it did. Let me take a look and understand the issue.

[JustinMShea]

@kecoli @martinrd3D Looks like this is somewhat the email I sent you both earlier on plot.ffm. If these are fixed, lets merge and push to the repo, or close this issue :-)

[JustinMShea]

@martinrd3D and @kecoli , hows this issue coming along? I'm just quickly reviewing issues and am wondering if this can be closed. Thanks, Justin

[martinrd3D]

I thought Kirk had fixed this, but I will check it today. Doug

On Fri, Dec 10, 2021 at 12:58 AM Justin M. Shea @.***> wrote:

@martinrd3D https://github.com/martinrd3D and @kecoli https://github.com/kecoli , hows this issue coming along? I'm just quickly reviewing issues and am wondering if this can be closed. Thanks, Justin

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-- R. Douglas Martin Professor Emeritus in Applied Mathematics and Statistics University of Washington

[JustinMShea]

@kecoli and @martinrd3D Pinging for updates here so we can close this issue!