readRAFIFile: Read RAFI XLSX file

Description Usage Arguments Value

View source: R/readFiles.r

Description

This function reads a set of returns and correlations from XLS file downloaded from the RAFI website. No processing is done. This function allows one to see the data in an unprocessed form.

Usage

1
readRAFIFile(fn, rafi_xlranges = NULL)

Arguments

fn

name of XLSX file including path

rafi_xlranges

list with 4 elements: return, corr, cov, and date are the Excel ranges which contain the respective data.

Value

A list with 4 items: ret is the return data, corr is the correlation data, cov is the covariance matrix and as_of_date is the date of the file


rexmacey/AA2 documentation built on March 8, 2020, 5:49 a.m.