On 14.07.2015 09:51, Johannes Lips wrote:
On 11.07.2015 17:35, Joshua Ulrich wrote:
On Fri, Jul 10, 2015 at 5:01 AM, Johannes Lips
johannes.l...@gmail.com wrote:
Dear list,
I have implemented the test from Lee and Strazichich (2003, 2004) in
R and
uploaded it to github. [1]
The advantage of
Eric Zivot may comment as well, but the version in the returnanalytics
branch is the current and actively worked on version.
All the *functionality* the Yi-An worked on should be there.
Unfortunately, all the *interfaces* are not the same. Extensions of the
functionality, and continued
hello,
does anyone know why there are two branches of the factor analytics
package, i.e. the one which looks like the original version
(factoranalyticsuw)
https://r-forge.r-project.org/scm/viewvc.php/pkg/factorAnalyticsUW/?root=factoranalytics
and the one merged into the returnanalytics package
To clarify my original post:
It looks like the timeseries/macro factor model and the statistical factor
model are available (i.e. fitTsfm and fitSfm) but the fundamental factor
model is missing (although the function fitFfm is still mentioned in the
documentation).
So my question would be: Has
