[R-SIG-Finance] Portfolio Attributino example with one common benchmark

[fceci]

This is supposed to be appended to Roger Bos' post with the same title, but I am not sure it will not result in a new post. If it does, I am sorry....
Roger, concerning your question:
 I think that if you do
...
Rb = attrib.returns[, 11:20],
wb = c(1,rep(0,9))
...

you actually have a single benchmark for all assets. Unless I am wrong, the program uses only the 11th column of attrib.returns and does not care about the others that are weighted at zero.

Caveat emptor: I just started looking into the package so I may be wrong.
Regards, Frank

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