symbols <- c('LNKD', 'V', 'LAZ')
symCount <- length(symbols)
data("missingdata")
data("factordata")
symdata <- missingdata["2007-04-01/2014-12-31",symbols]
dates.ret.monthly <- format(index(symdata), "%Y%m")
dates.factors.monthly <- format(index(factor.data), "%Y%m")
index(symdata) <- index(factor.data)[which(dates.factors.monthly %in%
dates.ret.monthly)]
rets <- fmmc.cov(symdata, factor.data, parallel = FALSE)
#expect 3 returns
expect_equal(ncol(rets), symCount)
#invalid align paramter
expect_error(fmmc.cov(symdata, factor.data, align = "middle"))
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.