get_rebalance_dates: Portfolio rebalancing dates
In rubetron/AssetAllocation: Backtesting Simple Asset Allocation Strategies
View source: R/get_rebalance_dates.R
get_rebalance_dates R Documentation
Portfolio rebalancing dates
Description
get_rebalance_dates determines rebalancing dates based on rebalancing
frequency chosen by the user. This is a helper function used by
backtest_allocation and is not intended to be called directly by the user.
Usage
get_rebalance_dates(dates, reb_freq, k = 1)
Arguments
dates
A vector of dates
reb_freq
Character with rebalancing frequency. Options are
"days", "weeks", "months", "quarters",
and "years"
k
An integer with number of periods to skip.
Value
A vector of dates.
rubetron/AssetAllocation documentation built on Dec. 2, 2023, 12:57 a.m.
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View source: R/get_rebalance_dates.R
| get_rebalance_dates | R Documentation |
Portfolio rebalancing dates
Description
get_rebalance_dates determines rebalancing dates based on rebalancing
frequency chosen by the user. This is a helper function used by
backtest_allocation and is not intended to be called directly by the user.
Usage
get_rebalance_dates(dates, reb_freq, k = 1)
Arguments
dates |
A vector of dates |
reb_freq |
Character with rebalancing frequency. Options are
|
k |
An integer with number of periods to skip. |
Value
A vector of dates.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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