Displaying 2 results from an estimated 2 matches for "portfoliobacktesting".
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 su...