extract_SDweights: Extract the SD weights of a statfolio for further processing

Description Usage Arguments Value

View source: R/subset_statfolio.R

Description

Extract the SD weights of a statfolio for further processing

Usage

1
extract_SDweights(statfolio, tf = "all")

Arguments

statfolio

The statfolio from which to extract the SDweights

tf

The statfolio timeframe of interest, in xts index format

Value

Returns an xts containing the weights SD of each asset at each WFO date.


jeanmarcgp/ResilientPortfolio documentation built on April 8, 2018, 5:43 p.m.