transpose_a: Transpose A

In jluby/portfoliowalkr: Characteristic-Matched Random Portfolio Creation

Description

This function transposes the universe parameter, one_hot encoding any factor variables.

Usage

transpose_a(universe_small, match)

Arguments

universe_small	is the set of stocks available in the universe (with redundant assets removed), with target weights
match	is the vector of column names which contain the characteristics we'd like to match

Value

A, n characteristics in height, for walkr computation

Examples

## Not run: 
A <- transpose_a(universe_small, match)

## End(Not run)

jluby/portfoliowalkr documentation built on April 4, 2020, 1:46 a.m.