wrap: Wrapper function

In Bjerring/RISpackage2: RIS alpha

Usage

wrap(score, Cno)

Arguments

score
Cno

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (score, Cno) 
{
    returns <- diff(log(data)) + 1
    names(tmp) <- colnames(data)
    if (score < 120) {
        risk <- "Low"
    }
    if (score >= 120 && score < 140) {
        risk <- "Medium"
    }
    if (score > 140) {
        risk <- "High"
    }
    ETFs <- Selector(returns, risk, Cno)
    b.test <- backtest(returns, risk, Cno)
    stats <- sumstat(b.test, ETFs)
    col.info <- as.character(tmp[ETFs])
    names(col.info) <- ETFs
    output <- list()
    output[[1]] <- ETFs
    output[[2]] <- rep(1/length(ETFs), length(ETFs))
    output[[3]] <- col.info
    output[[4]] <- names(b.test)
    output[[5]] <- b.test
    output[[6]] <- names(stats)
    output[[7]] <- stats
    out <- JSON.OBJ(output)
    return(out)
  }

Bjerring/RISpackage2 documentation built on May 6, 2019, 7:56 a.m.