pack_data: Pack data

Description Usage Arguments Value

View source: R/pack-data.R

Description

TODO

Usage

1
pack_data(data, benchmark, assets, simulate_portfolio = FALSE)

Arguments

data

A data frame containing asset, date and return columns.

benchmark

Benchmark name.

assets

Asset names.

simulate_portfolio

TRUE if should include a risk parity portfolio into the packed data.

Value

A data frame containing the following columns:

and arranged by type, asset and date.


GiuseppeTT/RiskParityBrazil documentation built on Dec. 17, 2021, 9:33 p.m.