Description Usage Arguments Value
This function reads a set of returns and correlations from XLSX files downloaded from the RAFI website. Since RAFI may change its file formats, this function may not work as expected in the future.
1 2 | rafi.load.v2(rafi.data.loc, acnametable = "acname_table.xlsx",
xls.file.name = "Asset-Allocation-Interactive-Data.xlsx")
|
rafi.data.loc |
folder in which the CSV files are located |
acnametable |
Name of xlsx file containing asset class details |
xls.file.name |
Name of Excel file downloaded from RAFI |
A list with four items: ret is the return data, corr is the correlation matrix and as_of_date is the date of the assumptionsfrom the csv file, nclasses is the number of classes correlation data
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