fit.balanced.panel: fit.balanced.panel
In rogerjbos/fit.factor.models: Factor models for attribution and risk

Function to create a balanced data set (same number of observatons in each month)

1	fit.balanced.panel(.data, .ids, .dates)

`.ids`	name of the identifier field that will be used for row names
`.dates`	name of the data.table of rawdata
`.dates`	name of the date field that will be used as column names

data.table with equal number of observations in each month

1	balanced <- fit.balanced.panel(rawdata, "symbol", "datadate")

rogerjbos/fit.factor.models documentation built on July 23, 2020, 3:44 p.m.

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