[R-SIG-Finance] factoranalytics vs factoranalyticsuw

Brian G. Peterson brian at braverock.com
Thu Jul 16 16:49:03 CEST 2015

Eric Zivot may comment as well, but the version in the returnanalytics
branch is the current and actively worked on version.

All the *functionality* the Yi-An worked on should be there.

Unfortunately, all the *interfaces* are not the same.  Extensions of the
functionality, and continued standardization of the model interfaces,
have resulted in changes that break backwards compatibility.  

Overall, I think the interface is cleaner and more consistent now, which
is good.  I am always unhappy to break backwards compatibility though.
We felt that the number of active users of the code was small enough
that new users would be better served by the cleaner, more consistent

The current plan is to release the package to CRAN after this summer's



On Thu, 2015-07-16 at 16:37 +0200, Ueli Hofstetter wrote:
> hello,
> does anyone know why there are two branches of the factor analytics
> package, i.e. the one which looks like the "original" version
> (factoranalyticsuw)
> https://r-forge.r-project.org/scm/viewvc.php/pkg/factorAnalyticsUW/?root=factoranalytics
> and the one merged into the returnanalytics package
> https://r-forge.r-project.org/R/?group_id=579 ?
> while the package merged into the returnanalytics library has more recent
> updates, it seems that some of the functionality presented in
> http://www.rinfinance.com/agenda/2014/workshop/YiAnChen.pdf
> is missing.
> any hints are greatly appreciated
> cheers
> 	[[alternative HTML version deleted]]
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Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

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