R/portvol.Bayes.R

In PortRisk: Portfolio Risk Analysis

Defines functions portvol.Bayes

Documented in portvol.Bayes

portvol.Bayes <- function(tickers, weights = rep(1,length(tickers)),
                          start, end, data, sim.size = 1000){
  cctr.sim <- cctr.Bayes(tickers, weights, start, end, data, sim.size)
  portvol.sim <- rowSums(cctr.sim)
  return(portvol.sim)
}

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