#### roxygen2 comments ################################################
#
#' Get portfolio wealth
#'
#' calculates the achieved cumulative wealth of a steadily rebalanced
#' portfolio
#'
#' @param returns Matrix of price relatives, i.e. the ratio of the closing
#' (opening) price today and the day before (use function
#' \code{get_price_relatives} to calculate from asset prices).
#' @param weights vector or matrix containing portfolio weights.
#'
#' @return vector of the portfolio's cumulative wealth
#'
#' @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); W
#'
#' @export
#'
#########################################################################
get_wealth <- function(returns, weights){
x <- as.matrix(returns)
if(is.vector(weights)){
b <- matrix(rep(weights, nrow(x)), nrow=nrow(x), byrow=TRUE)
}
else{
b <- weights
}
S <- cumprod(rowSums(b*x))
S <- c(1, S)
return(S)
}
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