subset_statfolio: Subset a statfolio using standard xts index formatting

Description Usage Arguments Value

View source: R/subset_statfolio.R

Description

Subset a statfolio using standard xts index formatting

Usage

1
subset_statfolio(statfolio, tf = "all")

Arguments

statfolio

The statfolio to subset

tf

The timeframe specified in standard xts format.

Value

A new statfolio that is a time subset of the original statfolio. The daily returns xts matrix $R is not subsetted. Only the $op_rebalancing portion is subsetted.


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