save_wfodata: Save the WFO data structure along with related information

Description Usage Arguments Value

View source: R/save_wfodata.R

Description

Save the WFO data structure along with related information

Usage

1
save_wfodata(fname, wfodata, mrd_opt, mpar, rprlist, wfoweights = NA)

Arguments

fname

The .Rdata file name to save the structures to.

wfodata

The wfo data structure to save

mrd_opt

The most recent date optimized data structure

mpar

The model parameters (mpar) list to save

rprlist

The list returned by the risk parity regularize function.

wfoweights

The xts matrix of asset weights over the wfo timeframe. If not specified, then the weights are extracted from wfodata then saved to the file.

Value

Nothing returned. Side effect is to save the data structures to the stated file.


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