[R-SIG-Finance] Performance Analytics

ssmith88 at umd.edu ssmith88 at umd.edu
Tue Jun 23 22:29:23 CEST 2009


I don't know much about the performance analytics package, but here is an alternative.  Load the fPortfolio package and convert to a time series object with as.timeSeries().  Next use the cumulate() function to get the cumulated returns and the plot() function for a graph.

Scott Smith

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