braverock / braverock/FactorAnalytics
Replace all unit tests using data factorDataSetDjia5Yrs with CRSP/SPGMI data
- Dominant language
- R
- Stars
- 85
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- 63
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Description
Using the selectCRSPandSPGMI function with stocksCRSP and factorsSPGMI, create a similar dataset to factorsDataSetDjia5Yrs and replace in all examples. When done, move the legacy data set to the sandbox. Related to #25 & #69
**In the package repo, running grep -rnw grep -rnw factorDataSetDjia5Yrs inst/tinytest/*.R from linux terminal gives me:**
```
inst/tinytest/test-fmRsq.R:2:data("factorDataSetDjia5Yrs")
inst/tinytest/test-fmRsq.R:5:fit <- fitFfm(data=factorDataSetDjia5Yr, asset.var="TICKER", ret.var="RETURN",
inst/tinytest/test-fmRsq.R:18:fit1 <- fitFfm(data=factorDataSetDjia5Yrs, asset.var="TICKER", ret.var="RETURN",
inst/tinytest/test-fmTstats.R:2:data("factorDataSetDjia5Yrs")
inst/tinytest/test-fmTstats.R:10:fit <- fitFfm(data=factorDataSetDjia5Yrs, asset.var="TICKER", ret.var="RETURN",
```
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