[R-sig-finance] [R] [R-pkgs] New package 'portfolio'
jeff at kanecap.com
Thu Mar 9 19:01:19 CET 2006
roger bos writes:
> The seven page summary doc looks nice and I would be interested in helping
> out. I use R for my alpha models and would like to start using the porfolio
> class to test portfolio construction strategies. You have a nice start. I
> would be happy to help by maybe adding a measure of turnover, maybe we could
> have some sort of transaction cost measure that could be taken into account
> when calculating returns.
Thanks for your interest. I recommend taking a look at the
documentation, examples (especially in the help for
'portfolioBasic-class' and 'portfolioHistory-class'), and the code
itself; the two package vignettes you'll find include the intro doc
you've already mentioned. Then we could discuss ways in which
measures of turnover and transaction costs could be incorporated into
> But first I need to learn a lot more about the
> library. I can't even find the help page. ?portfolio turns up nothing.
There is no help alias for 'portfolio', but calling
help(package = "portfolio")
should list the 15 help files available.
> help.search("portfolioHistory") turns up the following, but I can't find
> help using any of those names either:
> Help files with alias or concept or title matching 'portfolioHistory'
> using fuzzy matching:
> portfolioHistory object formed from the
> global.2004 dataset
> Class "portfolioHistory"
> Type 'help(FOO, package = PKG)' to inspect entry 'FOO(PKG) TITLE'.
> help(portfolioHistory, package=portfolio)
> None of the above attemps work for me. Any hints you can give me.
Have you loaded the package? Calls to 'help' with only a package
argument and calls to 'help.search' as above will return information
even if you haven't. I have not included S4 class name aliases in the
will not succeed while
Hope that helps,
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