Examples removed from fmXXDecomp.R manual pages, and saved for future replacement

Manual page examples to be removed from factor model risk decomposition
functions for now, due to removal of data sets for the examples, and saved
here for adding back once new data sets are provided for these examples

# fmSdDecomp.R:

Statistical Factor Model:

data(StockReturns)
sfm.pca.fit <- fitSfm(r.M, k=2)
decomp <- fmSdDecomp(sfm.pca.fit)
decomp$pcSd

# fmVaRDecomp.R:

Statistical Factor Model:

data(StockReturns)
sfm.pca.fit <- fitSfm(r.M, k=2)
VaR.decomp <- fmVaRDecomp(sfm.pca.fit, type="normal")
VaR.decomp$cVaR

Fundamental Factor Model:

data(Stocks.df)
exposure.vars <- c("BOOK2MARKET", "LOG.MARKETCAP")
fit <- fitFfm(data=stock, asset.var="TICKER", ret.var="RETURN",
date.var="DATE", exposure.vars=exposure.vars)
VaR.decomp <- fmVaRDecomp(fit, type="normal")
VaR.decomp$cVaR

# fmESDecomp.R:

Statistical Factor Model:

data(StockReturns)
sfm.pca.fit <- fitSfm(r.M, k=2)
ES.decomp <- fmEsDecomp(sfm.pca.fit, type="normal")
ES.decomp$cES

Fundamental Factor Model:

data(Stocks.df)
exposure.vars <- c("BOOK2MARKET", "LOG.MARKETCAP")
fit <- fitFfm(data=stock, asset.var="TICKER", ret.var="RETURN",
date.var="DATE", exposure.vars=exposure.vars)
ES.decomp <- fmEsDecomp(fit, type="normal")
head(ES.decomp$cES)

# fmCov.R

Statistical Factor Model:

data(StockReturns)
sfm.pca.fit <- fitSfm(r.M, k=2)
fmCov(sfm.pca.fit)

Fundamental factor Model:

data(Stocks.df)
exposure.vars <- c("BOOK2MARKET", "LOG.MARKETCAP", "GICS.SECTOR")
fit2 <- fitFfm(data=stock, asset.var="TICKER", ret.var="RETURN",
date.var="DATE", exposure.vars=exposure.vars)
fmCov(fit2)

# summary.ffm

#' data(Stocks.df)
#' exposure.vars <- c("BOOK2MARKET", "LOG.MARKETCAP", "GICS.SECTOR")
#' fit2 <- fitFfm(data=stock, asset.var="TICKER", ret.var="RETURN",
#' date.var="DATE", exposure.vars=exposure.vars)
#'
#' # summary of factor returns estimated in each time period
#' summary(fit2)
#'
#' # summary of lm fit for a single period
#' summary(fit2$factor.fit[[1]])