sandbox/RFinance2014/data/parse_edhec.R
In braverock/PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
library(xts)
df <- read.table("data/edhec.csv", header=TRUE, as.is=TRUE, sep=";")
head(df)
edhec <- xts(apply(df[,-1], 2, function(x) as.numeric(gsub("%", "", x))) / 100, as.Date(df[,1], format="%d/%m/%Y"))
save(edhec, file="edhec.rda")
# load("edhec.rda")
# head(edhec)
# library(PerformanceAnalytics)
# data(edhec)
braverock/PortfolioAnalytics documentation built on April 18, 2024, 4:09 a.m.
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library(xts)
df <- read.table("data/edhec.csv", header=TRUE, as.is=TRUE, sep=";")
head(df)
edhec <- xts(apply(df[,-1], 2, function(x) as.numeric(gsub("%", "", x))) / 100, as.Date(df[,1], format="%d/%m/%Y"))
save(edhec, file="edhec.rda")
# load("edhec.rda")
# head(edhec)
# library(PerformanceAnalytics)
# data(edhec)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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