From 7ada2bce9ea0edc9e0ea909e8dad778537b66b0d Mon Sep 17 00:00:00 2001
From: JustinMShea <jshea@roosevelt.edu>
Date: Wed, 22 Dec 2021 02:49:15 -0600
Subject: [PATCH] Updated fitFfm example to solve #69 and hopefully clear an -R
 CMD check error in #43, but ran into #73. Reprioritize project board issues

---
 R/fitFfm.R    | 52 ++++++++++++++++++++++++++++++-------------------
 man/fitFfm.Rd | 54 ++++++++++++++++++++++++++++++++-------------------
 2 files changed, 66 insertions(+), 40 deletions(-)

diff --git a/R/fitFfm.R b/R/fitFfm.R
index 70f722f1..f7eb1689 100644
--- a/R/fitFfm.R
+++ b/R/fitFfm.R
@@ -175,33 +175,45 @@
 #'
 #' @examples
 #'
+#'#' # load data 
+#'data(stocksCRSP)
+#'data(factorsSPGMI)
+#'
+#'stocks_factors <- selectCRSPandSPGMI(stocks = stocksCRSP, factors = factorsSPGMI,
+#'                                     dateSet = c("2006-01-31", "2010-12-31"), 
+#'                                     stockItems = c("Date", "TickerLast", 
+#'                                                    "CapGroup", "Sector", 
+#'                                                    "Return", "Ret13WkBill",
+#'                                                    "mktIndexCRSP"),
+#'                                     factorItems = c("BP", "LogMktCap", "SEV"), 
+#'                                     capChoice = "SmallCap",
+#'                                     Nstocks = 20)
 #' 
-#' # Load fundamental and return data
-#'  data("factorDataSetDjia5Yrs")
+#' # fit a fundamental factor model with style variables BP and LogMktCap
 #' 
-#' # fit a fundamental factor model
-#' exposure.vars <- c("P2B", "MKTCAP")
-#' fit <- fitFfm(data=factorDataSetDjia5Yrs, asset.var="TICKER", ret.var="RETURN", 
-#'               date.var="DATE", exposure.vars=exposure.vars)
-#' names(fit)
+#'fundamental_model <- fitFfm(data = stocks_factors, 
+#'                            asset.var = "TickerLast", 
+#'                            ret.var = "Return", 
+#'                            date.var = "Date", 
+#'                            exposure.vars = c("BP", "LogMktCap")
+#'                            )
 #' 
-#' # fit a Industry Factor Model with Intercept
-#' exposure.vars <- c("SECTOR","P2B")
-#' fit1 <- fitFfm(data=factorDataSetDjia5Yrs, asset.var="TICKER", ret.var="RETURN", 
-#'                date.var="DATE", exposure.vars=exposure.vars, addIntercept=TRUE)
-#'                
-#' # Fit a SECTOR+COUNTRY+Style model with Intercept
-#' # Create a COUNTRY column with just 3 countries
+#'   summary(fundamental_model)
 #' 
-#'  factorDataSetDjia5Yrs$COUNTRY = rep(rep(c(rep("US", 1 ),rep("GERMANY", 1 )), 11), 60)
-#'  exposure.vars= c("SECTOR", "COUNTRY","P2B", "MKTCAP")
+#' # Fit a Fundamental Sector Factor Model with Intercept
 #'  
-#'  # fit.MICM <- fitFfm(data=factorDataSetDjia5Yrs, asset.var="TICKER", ret.var="RETURN", 
-#'  #                 date.var="DATE", exposure.vars=exposure.vars, addIntercept=TRUE)
+#'  sector_model <- fitFfm(data = stocks_factors, 
+#'                         asset.var = "TickerLast", 
+#'                         ret.var = "Return", 
+#'                         date.var = "Date", 
+#'                         exposure.vars = c("Sector", "BP"),
+#'                         addIntercept = TRUE)
+#' 
+#'  summary(sector_model)
+#' 
+#'                
 #' 
 #' @export
-
-
 fitFfm <- function(data, asset.var, ret.var, date.var, exposure.vars, 
                    weight.var = NULL, 
                    fit.method = c("LS","WLS","Rob","W-Rob"), 
diff --git a/man/fitFfm.Rd b/man/fitFfm.Rd
index c2ae6291..cfcd6bb8 100644
--- a/man/fitFfm.Rd
+++ b/man/fitFfm.Rd
@@ -209,29 +209,43 @@ methods.
 }
 \examples{
 
+#' # load data 
+data(stocksCRSP)
+data(factorsSPGMI)
+
+stocks_factors <- selectCRSPandSPGMI(stocks = stocksCRSP, factors = factorsSPGMI,
+                                    dateSet = c("2006-01-31", "2010-12-31"), 
+                                    stockItems = c("Date", "TickerLast", 
+                                                   "CapGroup", "Sector", 
+                                                   "Return", "Ret13WkBill",
+                                                   "mktIndexCRSP"),
+                                    factorItems = c("BP", "LogMktCap", "SEV"), 
+                                    capChoice = "SmallCap",
+                                    Nstocks = 20)
+
+# fit a fundamental factor model with style variables BP and LogMktCap
+
+fundamental_model <- fitFfm(data = stocks_factors, 
+                           asset.var = "TickerLast", 
+                           ret.var = "Return", 
+                           date.var = "Date", 
+                           exposure.vars = c("BP", "LogMktCap")
+                           )
+
+  summary(fundamental_model)
+
+# Fit a Fundamental Sector Factor Model with Intercept
+ 
+ sector_model <- fitFfm(data = stocks_factors, 
+                        asset.var = "TickerLast", 
+                        ret.var = "Return", 
+                        date.var = "Date", 
+                        exposure.vars = c("Sector", "BP"),
+                        addIntercept = TRUE)
 
-# Load fundamental and return data
- data("factorDataSetDjia5Yrs")
-
-# fit a fundamental factor model
-exposure.vars <- c("P2B", "MKTCAP")
-fit <- fitFfm(data=factorDataSetDjia5Yrs, asset.var="TICKER", ret.var="RETURN", 
-              date.var="DATE", exposure.vars=exposure.vars)
-names(fit)
+ summary(sector_model)
 
-# fit a Industry Factor Model with Intercept
-exposure.vars <- c("SECTOR","P2B")
-fit1 <- fitFfm(data=factorDataSetDjia5Yrs, asset.var="TICKER", ret.var="RETURN", 
-               date.var="DATE", exposure.vars=exposure.vars, addIntercept=TRUE)
                
-# Fit a SECTOR+COUNTRY+Style model with Intercept
-# Create a COUNTRY column with just 3 countries
-
- factorDataSetDjia5Yrs$COUNTRY = rep(rep(c(rep("US", 1 ),rep("GERMANY", 1 )), 11), 60)
- exposure.vars= c("SECTOR", "COUNTRY","P2B", "MKTCAP")
- 
- # fit.MICM <- fitFfm(data=factorDataSetDjia5Yrs, asset.var="TICKER", ret.var="RETURN", 
- #                 date.var="DATE", exposure.vars=exposure.vars, addIntercept=TRUE)
 
 }
 \references{