#' Weighted mean as a portfolio return
#' @param r returns of the individual assets in the portfolio
#' @param w corresponding weights associated with each of the individual assets
#' @export
#' @examples
#' wpr(r=c(0.12, 0.07, 0.03),w=c(0.5,0.4,0.1))
wpr <- function(r,w){
  if(sum(w) != 1){
    warning("sum of weights is NOT equal to 1!")

Try the FinCal package in your browser

Any scripts or data that you put into this service are public.

FinCal documentation built on May 2, 2019, 1:29 p.m.