a91quaini / intrinsicfrp Goto Github PK

Make it as large as the text, it will be much better.

The paper is very well writen and nice to read, thanks a lot for that !

Could you refactor a bit the first paragraph of the summary so that it is readable for people that are not from the fioannce field ? Think about people that have knowledge in computer science, R and Cpp but not in mathematics, probability, and finance: maybe from biology ?

For them, understanding what you are talking about might be very difficult in the current state of the first paragraphs. A good solution would be to include a few generic sentences introducing your field to non-specialist, including a good reference to a recent-but-novice-friendly book :)

In at least the readme, you should include a block of text that indicates to someone that might need the info how they mlight 1) contribute tot he software, 2) report issues or problems, or 3° seek support. Usually one paragraph is enough.

You only state "Computes the Hansen-Jagannatan misspecification statistic and p-value of an asset pricing model
from test asset excess returns and risk factors.". This is a bit harsh as i it very hard to understand what is going on without already knowing what you are talking about.

COuld you developp on why this stat is important / how it can be used AND give the propper reference ?

Same thing for ohter documentations entries. Generally, you hjave to expand as much as possible on each entry page. I know this is a bit of work, but I assure you that it is worth it !

You say that "By addressing the two issues [...] the paper allows to readily apply methods from (Qaini et al)". But is it the only methods it allows to apply ? I thought that the methods you documented and exported were comming from a broader piece of litterature?

Maybe you should reformulate a bit this sentence.

I see that your testing suite is very well organised and correspond to each of the functions that you are exporting. One good idea would be to use the exemples that you test your code onto as additional documentations exemples. This is a low hanging fruit but will be a great improvement to your docs

The second paragraph in itself is a strong result, however, I do not see the source of it ? Include refernce please.

For exemples, in the ChenFang2019BetaRankTest documentation, you state that is compute the "Chen fang 2019 rank statistic and p-value". I bet that Chen-Fang 2019 is a reference to a given paper. The documentation could include this reference in a better format (like in a paper) so that getting to the source is easier.

More generally, each page of the documentation that refers to the litterature should include the corresponding bibliography. I havent done that in a while, but I remember that there are tools to include properly-formated bibtex references in Roxygen documentation, maybe you could take a look ?

Other instance: ?TRFP with Newey-West 1994

Same thing with the datasets: there is currently a link but in the paper you say that there data come from (French, 2022) ? This ref needs to appear in the docs too

First release:

• usethis::use_cran_comments()
• Update (aspirational) install instructions in README
• Proofread Title: and Description:
• Check that all exported functions have @return and @examples
• Check that Authors@R: includes a copyright holder (role 'cph')
• Check licensing of included files
• Review https://github.com/DavisVaughan/extrachecks

Prepare for release:

• git pull
• Check if any deprecation processes should be advanced, as described in Gradual deprecation
• urlchecker::url_check()
• devtools::check(remote = TRUE, manual = TRUE)
• devtools::check_win_devel()
• rhub::check_for_cran()
• rhub::check(platform = 'ubuntu-rchk')
• rhub::check_with_sanitizers()
• git push
• Draft blog post

Submit to CRAN:

• usethis::use_version('major')
• devtools::submit_cran()
• Approve email

Wait for CRAN...

• Accepted 🎉
• git push
• usethis::use_github_release()
• usethis::use_dev_version()
• usethis::use_news_md()
• git push
• Finish blog post
• Tweet
• Add link to blog post in pkgdown news menu

1. One reference ahs a link to the paper, the -two others do not : either you remove this link or you provide links for every reference.

2. Many papers are quoted in the readme without the references at the end, this is not OK: some people might not know the litterature as good as you :)

I bet you have somewhere an exemple of use of your package on the real datasets it contains. This exemple should appear :

1. In the readme, alongside the exemple that is already there.
2. In the documentation pages associated to the datasets, which for the moment have no exemples at all.

This will help people understand how usefull your code might be :)