#' Index Series
#'
#' Estimates portfolio mean return, variance and annualized volatility.
#' @param series Original series,
#' @param backup_series Series used to complete te original series.
#' @return index series
#' @export
complete_index_series <- function(series, backup_series){
date_ser <- index(series)[1]
date_ini <- index(backup_series)[1]
if(date_ser <= date_ini){
comp_series <- series
}else{
rets <- as.vector(returns(backup_series, type='log')[paste0(c(date_ini, date_ser), collapse = '/')])
series_ini_index <- index(backup_series[paste0(c(date_ini, date_ser), collapse = '/')])[1:length(rets)]
series_ini <- xts(as.numeric(series[date_ser])*rev(cumprod(rev(exp(-rets)))), order.by=series_ini_index)
comp_series <- rbind(series_ini, series)
}
return(comp_series)
}
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