At Doug M's request, removed his CRSP/SPGMI data, selectCRSP function…

…, supporting docs, and wraped related examples in docs to \donotrun{} for now.

Builds:
0 errors ✔ | 2 warnings ✖ | 1 note ✖

DESCRIPTION

@@ -1,8 +1,8 @@
 Package: FactorAnalytics
 Type: Package
 Title: Factor Analytics for Asset Return Data
-Version: 2.3.0
-Date: 2021-12-24
+Version: 2.4.0
+Date: 2024-02-03
 Author: Eric Zivot, Doug Martin, Sangeetha
      Srinivasan, Avinash Acharya, Yi-An Chen,
      Mido Shammaa, Lingjie Yi, Kirk Li, and
@@ -13,12 +13,7 @@ Description: Linear factor model fitting for asset returns (three major types-
     (volatility, VaR and ES) and performance attribution (factor-contributed vs
     idiosyncratic returns); tabular displays of risk and performance reports;
     factor model Monte Carlo, single and multiple imputation methods for 
-    simulating returns and backfilling unequal histories. The package authors 
-    would like to thank S&P GLOBAL MARKET INTELLIGENCE for kindly contributing 
-    fundamental data on 300 publicly traded companies to this open source package. 
-    Commonly referred to as "alpha factors" or "scores", the variables were 
-    generously provided for educational use with functions contained in this 
-    FactorAnalytics package. 
+    simulating returns and backfilling unequal histories.
 License: GPL-2
 Depends: 
     R (>= 3.5)
@@ -50,5 +45,5 @@ Suggests:
     tinytest
 VignetteBuilder: R.rsp
 URL: https://github.com/braverock/FactorAnalytics
-RoxygenNote: 7.2.0
+RoxygenNote: 7.3.1
 Encoding: UTF-8

NAMESPACE

@@ -88,7 +88,6 @@ export(repRisk)
 export(residualizeReturns)
 export(riskDecomp)
 export(roll.fitFfmDT)
-export(selectCRSP)
 export(selectCRSPandSPGMI)
 export(specFfm)
 export(standardizeExposures)