Dear All,
I have a .csv worksheet containing the following information
- column A: dates (from 5/25/1999 to 5/26/2009, in chronological order) (in
total there are 37 547 lines)
- columns B to AH: numbers from approx -50 000 000 to 50 000 000, each
representing a daily P&L.
Each column represents an asset - and I am trying to optimize a portfolio of
such assets
line 1 is a line of headers.
I have dowloaded the fportfolio package but I can't manage to make anything
out of it. I think that this is due to the class of my Data Set. It is said
the Data must be of class timeSeries.
Hence my question : how can I transform my .csv file in an appropriate
*timeSeries
*class Data Set, considering how my .csv file is built?
Thank you very much for your kind help,
Lara
--
Lara Shocron
lara.shoc...@gmail.com
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
