# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# FUNCTION: DEMO DATA SET:
# R Monthly portfolio returns
# B Monthly benchmark returns
# RB Merged portfolio and benchmark returns
################################################################################
# Monthly Returns:
# A data set implemented by Diethelm Wuertz
.r = c(0.3, 2.6, 1.1, -1.0, 1.5, 2.5, 1.6, 6.7, -1.4, 4.0, -0.5, 8.1,
4.0, -3.7, -6.1, 1.7, -4.9, -2.2, 7.0, 5.8, -6.5, 2.4, -0.5, -0.9)
.b = c(0.2, 2.5, 1.8, -1.1, 1.4, 1.8, 1.4, 6.5, -1.5, 4.2, -0.6, 8.3,
3.9, -3.8, -6.2, 1.5, -4.8, 2.1, 6.0, 5.6, -6.7, 1.9, -0.3, 0.0)
# ------------------------------------------------------------------------------
# As Signal Series:
# A data set implemented by Diethelm Wuertz
R = timeSeries(.r, units = "R")
B = timeSeries(.b, units = "B")
RB = cbind(R, B)
colnames(RB) = c("R", "B")
################################################################################
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