diff --git a/inst/examples/example.R b/inst/examples/example.R index b5a2986..d7c7bd1 100644 --- a/inst/examples/example.R +++ b/inst/examples/example.R @@ -8,6 +8,8 @@ factors = intrinsicFRP::factors[,-1] returns = intrinsicFRP::returns[,-1] RF = intrinsicFRP::risk_free[,-1] +GiglioXiu2021RiskPremia(returns, factors, which_n_pca = 0) + # simulate a useless factor and add it to the matrix of factors set.seed(23) factors = cbind(