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fitTsfmUpDn errors in do.call(lmrobdet.control, control[m2, drop = TRUE]) : #51

Closed JustinMShea closed 3 years ago

JustinMShea commented 3 years ago

Similar to issue #50 , https://github.com/braverock/FactorAnalytics/blob/master/R/fitTsfmUpDn.R#L122-L126.

Also, part of #43 needs further investigation

Name: fitTsfmUpDn

Title: Fit a up and down market factor model using time series

regression

Aliases: fitTsfmUpDn

** Examples

load data

data(managers, package = 'PerformanceAnalytics')

Make syntactically valid column names

colnames(managers) [1] "HAM1" "HAM2" "HAM3" "HAM4" "HAM5"
[6] "HAM6" "EDHEC LS EQ" "SP500 TR" "US 10Y TR" "US 3m TR"
colnames(managers) <- make.names( colnames(managers)) colnames(managers) [1] "HAM1" "HAM2" "HAM3" "HAM4" "HAM5"
[6] "HAM6" "EDHEC.LS.EQ" "SP500.TR" "US.10Y.TR" "US.3m.TR"

example: Up and down market factor model with LS fit

fitUpDn <- fitTsfmUpDn(asset.names=colnames(managers[,(1:6)]),mkt.name="SP500.TR", data=managers, fit.method="LS",control=NULL) Error in do.call(lmrobdet.control, control[m2, drop = TRUE]) : second argument must be a list Calls: fitTsfmUpDn -> fitTsfm -> do.call Execution halted