Displaying 1 result from an estimated 1 matches for "berndtinvest".
2005 Jun 01
1
Problem with fPortfolio
...itate to call this a bug, because I could have forgotten something
important, but the MarkowitzPortfolio example in fPortfolio does not work
for me. Here's my code:
> library(fPortfolio)
>
>xmpPortfolio("\nStart: Load monthly data set of returns > ")
> data(berndtInvest)
> # Exclude Date, Market and Interest Rate columns from data frame,
> # then multiply by 100 for percentual returns ...
> berndtAssets = berndtInvest[, -c(1, 11, 18)]
> rownames(berndtAssets) = berndtInvest[, 1]
> head(berndtAssets)
C...