[R-SIG-Finance] apply a function to a data.frame column with condition

[Arnaud Gaboury]

On Fri, 2025-03-07 at 07:40 -0600, Brian G. Peterson wrote:
> Arnaud,
> 
> You may want to look at 'PerformanceAnalytics' for a large number of
> performance and risk functions for financial time series, including a
> large number of standard tables and charts.

Yes, I know a little bit the 'PerformanceAnalytics' package. I will
certainly have a close look and do different work with it , but first I
wanted to test Enrico package as it is simple and very straightforward.
My portfolio is very simple, thus its management too.
> 
> I can also recommend Bernhard Pfaff's excellent book 'Financial Risk
> Modeling and Portfolio Optimization with R, 2nd ed.'
> 
> Regards,
> 
> Brian
> 


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