我正在尝试找出R-Forge的'factorAnalytics‘包。一切似乎都正常加载,但当我尝试遍历一个示例时,我无法加载数据。
install.packages("factorAnalytics", repos="http://R-Forge.R-project.org")这样就可以很好地工作,并且一切都安装好了。现在我试着在这个小插曲中演练这个例子:
# Load fundamental and return data
data(Stock.df)
# fit a fundamental factor model
exposure.vars <- c("BOOK2MARKET", "LOG.MARKETCAP")
fit <- fitFfm(data=stock, asset.var="TICKER", ret.var="RETURN",
date.var="DATE", exposure.vars=exposure.vars)
names(fit)它提供了以下功能:
Warning message:
In data(Stock.df) : data set ‘Stock.df’ not found但是如果我运行这个:
data(package = "factorAnalytics")我看到数据集应该在那里...
Data sets in package ‘factorAnalytics’:
factors.M (CommonFactors) Factor set of several commonly used factors
factors.Q (CommonFactors) Factor set of several commonly used factors
managers Hypothetical Alternative Asset Manager and Benchmark Data
r.M (StockReturns) Stock Return Data
r.W (StockReturns) Stock Return Data
stock (Stock.df) Fundamental and return data for 447 NYSE stocks
tr.yields (TreasuryYields) Treasury yields at different maturities那么我错过了什么??
发布于 2016-05-03 20:58:11
我是个笨蛋。在安装包之后,我没有包含该库。抱歉,各位。
我刚刚运行了以下代码:
library("factorAnalytics")发布于 2016-09-02 17:56:14
您可以像这样尝试:
load("E:\\R-3.3.1\\library\\factorAnalytics\\data\\Stock.df.RData")你应该能找到"Stock.df.RData“所在的路径。
https://stackoverflow.com/questions/37004545
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