braverock / braverock/FactorAnalytics
-R CMD Check ERROR: Running examples in ‘FactorAnalytics-Ex.R’ failed
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Description
The error most likely occurred in:
> ### Name: fitTsfmLagLeadBeta
> ### Title: Fit a lagged and lead Betas factor model using time series
> ### regression
> ### Aliases: fitTsfmLagLeadBeta
>
> ### ** Examples
>
> # load data from the database
> data(managers, package = 'PerformanceAnalytics')
>
> # example: A lagged Beetas model with LS fit
> fit <- fitTsfmLagLeadBeta(asset.names=colnames(managers[,(1:6)]),LagLeadBeta=2,LagOnly=TRUE, mkt.name="SP500 TR",rf.name="US 3m TR",data=managers)
Error in `[.xts`(data.xts, , factor.names) : subscript out of bounds
Calls: fitTsfmLagLeadBeta -> fitTsfm -> merge -> merge.xts -> [ -> [.xts
Execution halted
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