#### roxygen2 comments ################################################
#
#' Get exponential growth rate
#'
#' calculates the exponential growth rate (i.e. expected log-return) from
#' the portfolio wealth
#'
#' @param wealth vector of portfolio wealth
#'
#' @return vector of the portfolio's exponential growth rate
#'
#' @examples
#' # load data
#' data(NYSE)
#' # select stocks
#' x = cbind(comme=NYSE$comme, kinar=NYSE$kinar)
#' # specify portfolio weights
#' b = c(0.05, 0.05)
#' # calculate wealth
#' w = get_wealth(x, b)
#' # calculate exponential growth rate
#' get_growth_rate(w)
#'
#' @export
#'
#########################################################################
get_growth_rate <- function(wealth){
n <- 1:length(wealth)
gr <- 1/n * log(wealth)
return(gr)
}
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