#56 rugarch moved to suggests, docs updated. Need to add an example

DESCRIPTION

@@ -38,13 +38,13 @@ Imports:
     RCurl,
     tseries,
 	robustbase,
-	RobStatTM,
-	rugarch
+	RobStatTM
 Suggests:
     R.rsp, 
     tinytest,
     corrplot,
     lmtest,
+    rugarch,
     strucchange,
     HH
 VignetteBuilder: R.rsp

NAMESPACE

@@ -146,8 +146,6 @@ importFrom(parallel,makeCluster)
 importFrom(parallel,stopCluster)
 importFrom(robustbase,covOGK)
 importFrom(robustbase,scaleTau2)
-importFrom(rugarch,ugarchfit)
-importFrom(rugarch,ugarchspec)
 importFrom(sandwich,vcovHAC.default)
 importFrom(sandwich,vcovHC.default)
 importFrom(sn,dst)

R/fitFfm.R

@@ -19,8 +19,10 @@
 #' sample variace, EWMA, Robust EWMA and GARCH(1,1). The inverse of these residual variances
 #'  are used as the weights. For EWMA model, lambda = 0.9 is used as default and for GARCH(1,1) 
 #'  omega = 0.09, alpha = 0.1, and beta = 0.81 are used as default as mentioned in Martin & Ding (2017).
-#'  These default parameters can be changed using the arguments \code{lambda}, \code{GARCH.params} for EWMA and GARCH respectively.
-#'  To compute GARCH parameters via MLE, set \code{GARCH.MLE} to \code{TRUE}. 
+#'  These default parameters can be changed using the arguments \code{lambda}, 
+#'  \code{GARCH.params} for EWMA and GARCH respectively. To compute GARCH 
+#'  parameters via MLE, set \code{GARCH.MLE} to \code{TRUE}. Make sure you have
+#'  the rugarch package installed and loaded, as is merely listed as SUGGESTS.
 #'  
 #' Standardizing style factor exposures: The exposures can be standardized into
 #' z-scores using regular or robust (see \code{rob.stats}) measures of location 
@@ -52,7 +54,6 @@
 #' @importFrom PerformanceAnalytics checkData skewness kurtosis
 #' @importFrom robustbase scaleTau2 covOGK
 #' @importFrom RobStatTM lmrobdetMM covRob covClassic
-#' @importFrom rugarch ugarchspec ugarchfit
 #' @importFrom stats lm as.formula coef contr.treatment fitted mad median 
 #' model.matrix na.exclude na.fail na.omit var 
 #'
@@ -87,16 +88,16 @@
 #' sample variance, classic EWMA, robust EWMA or GARCH model. Valid values are 
 #' \code{stdDev}, \code{EWMA}, \code{robEWMA}, or \code{GARCH}.Default is 
 #' \code{stdDev} where the inverse of residual sample variances are used as the 
-#' weights.
+#' weights. If using GARCH option, make sure to install and load rugarch package.
 #' @param lambda lambda value to be used for the EWMA estimation of residual 
 #' variances. Default is 0.9
 #' @param GARCH.params list containing GARCH parameters omega, alpha, and beta. 
 #' Default values are 0.09, 0.1, 0.81 respectively. Valid only when 
-#' \code{GARCH.MLE} is set to \code{FALSE}.
+#' \code{GARCH.MLE} is set to \code{FALSE}. Make sure to load rugarch package.
 #' @param analysis method used in the analysis of fundamental law of active 
 #' management; one of "none", "ISM", or "NEW". Default is "none".
 #' @param stdReturn logical; If \code{TRUE}, the returns will be standardized 
-#' using GARCH(1,1) volatilities. Default is \code{FALSE}
+#' using GARCH(1,1) volatilities. Default is \code{FALSE}. Make sure to load rugarch package.
 #' @param targetedVol numeric; the targeted portfolio volatility in the analysis. 
 #' Default is 0.06.
 #' @param ... potentially further arguments passed.