plot.ffm, some chart options not working

[JustinMShea]

With the following example:

https://github.com/braverock/FactorAnalytics/blob/master/R/plot.ffm.R#L111-L122

data(factorDataSetDjia5Yrs)
# fit a fundamental factor model
exposure.vars <- c("P2B", "MKTCAP")
fit.style.sector <- fitFfm(data=factorDataSetDjia5Yrs, asset.var="TICKER", 
                           ret.var="RETURN", date.var="DATE", 
                           exposure.vars=exposure.vars)

plot(fit.style.sector)

Make a plot selection (or 0 to exit): 

 1: Distribution of factor returns
 2: Factor exposures from the last period
 3: Actual and Fitted asset returns
 4: Time-series of R-squared values
 5: Residual variance across assets
 6: Scatterplot matrix of residuals, with histograms, density overlays, correlations and significance stars
 7: Factor Model Residual Correlation
 8: Factor Model Return Correlation
 9: Factor Contribution to SD
10: Factor Contribution to ES
11: Factor Contribution to VaR
12: Time series of factor returns

option 3: Actual and Fitted asset returns

Error in xts(x, order.by = order.by, frequency = frequency, .CLASS = "double", : 
NROW(x) must match length(order.by)

option 4: Time-series of R-squared values

Doesn't have an error, but chart isn't produced

option 8: Factor Model Return Correlation

rror in cov2cor(fmCov(x)[a.sub, a.sub]) : 
'V' is not a square numeric matrix

Also some, slightly different issues with data.table methodology.

[martinrd3D]

Having reviewed more of the plot.ffm examples in the vignette code Doug_versionOfSangeetha_fitFfmVignette.R, I am near to concluding that we should just do away with plot.ffm, But I will check the examples in the plot.ffm man page and see if I can get them all to work - with Kirk's help. In that case we can just leave plot.ffm in FA for now.

[JustinMShea]

Ok @martinrd3D , just let me know. Any additional updates here? I'll just move it into "Under Review" on the board for now.

[martinrd3D]

Kirk is working on this, and told me yesterday that he was half-way finished.

On Wed, Dec 22, 2021 at 12:53 AM Justin M. Shea @.***> wrote:

Ok, let me know. Any additional updates here? I'll just move it into "Under Review" on the board for now.

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[JustinMShea]

@kecoli I believe your recent PR #82 was to partially fix this issue, though we still have more items to go here.