This issue replaces issue #71. The man page for fitFfmDT and related man pages (specFfm, extractRegressionStats, convert, lagExposures, residualizeReturns, standardizeExposures, standardizeReturns) all need to be complete with Examples, and sufficient text in their Details sections, such that a new quantitative finance MS level student can easily figure out what is going on. Good examples of the extent of a good Details section are provided by the man pages for fitFfm, fitTsfm and data.table.
Also, almost all the functions and their man pages are all in the single file fitFfmDT, and I believe best practices would have these each have their own .R function. Justin, please confirm if I am correct on this.
This issue replaces issue #71. The man page for fitFfmDT and related man pages (specFfm, extractRegressionStats, convert, lagExposures, residualizeReturns, standardizeExposures, standardizeReturns) all need to be complete with Examples, and sufficient text in their Details sections, such that a new quantitative finance MS level student can easily figure out what is going on. Good examples of the extent of a good Details section are provided by the man pages for fitFfm, fitTsfm and data.table.
Also, almost all the functions and their man pages are all in the single file fitFfmDT, and I believe best practices would have these each have their own .R function. Justin, please confirm if I am correct on this.