extractSingleBetaroll2 = function(Fm.roll, name){
#require(xts)
nonerrs = which(sapply(Fm.roll, function(m)class(m) == "tsfm"))
if(length(nonerrs) > 0){
factor.names = unique(unlist(lapply(Fm.roll[nonerrs], function(m)names(m[1]$asset.fit[[name]]$coefficients))))
i0 = min(nonerrs)
result = matrix(NA, nrow = length(Fm.roll), ncol = length(factor.names))
colnames(result) = factor.names
for (i in nonerrs){
if(name %in% row.names(coef(Fm.roll[[i]]))){
if(class(Fm.roll[[i]]) == "tsfm"){
coef.i = Fm.roll[[i]]$asset.fit[[name]]$coefficients
result[i, names(coef.i)] = coef.i
}
}
}
row.names(result) = names(Fm.roll)
return(result)
} else {
stop("All models are errors!")
}
}
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