search for: portfoliobacktest

Displaying 2 results from an estimated 2 matches for "portfoliobacktest".

2011 Mar 28
1
portfolioBacktest in fPortfolio
Hello. I am trying to use the portfolio backtesting function in fPortfolio package, but I don't now why in my version of fPortfolio I don't have either the portfolioBactest nor the portfolioBacktesting functions. Does anybody knows what might be going on? thank you Felipe Parra [[alternative HTML version deleted]]
2009 Jul 10
3
strange strsplit gsub problem 0 is this a bug or a string length limitation?
I was working with the rmetrics portfolioBacktesting function and dug into the code to try to find why my formula with 113 items, i.e. A1 thru A113, was being truncated and I only get 85 items, not 113. Is it due to a string length limitation in R or is it a bug in the strsplit or gsub functions, or in my string? I'd very much appreciate any...