[Returnanalytics-commits] r3409 - pkg/PerformanceAnalytics/sandbox

[noreply at r-forge.r-project.org]

Author: peter_carl
Date: 2014-06-07 17:14:48 +0200 (Sat, 07 Jun 2014)
New Revision: 3409

Modified:
   pkg/PerformanceAnalytics/sandbox/refactored.Portfolio.rebalancing.R
Log:
- added to examples


Modified: pkg/PerformanceAnalytics/sandbox/refactored.Portfolio.rebalancing.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/refactored.Portfolio.rebalancing.R	2014-06-07 02:07:47 UTC (rev 3408)
+++ pkg/PerformanceAnalytics/sandbox/refactored.Portfolio.rebalancing.R	2014-06-07 15:14:48 UTC (rev 3409)
@@ -421,6 +421,13 @@
 #' data(edhec)
 #' Return.rebalancing(edhec["1997",1:5], rebalance="quarterly") # returns time series
 #' Return.rebalancing(edhec["1997",1:5], rebalance="quarterly", verbose=TRUE) # returns list
+#' # with a weights object
+#' data(weights) # rebalance at the beginning of the year to various weights through time
+#' chart.StackedBar(weights)
+#' x <- Return.rebalancing(edhec["2000::",1:11], weights=weights,verbose=TRUE)
+#' chart.CumReturns(x$returns)
+#' chart.StackedBar(x$BOP.Weight)
+#' chart.StackedBar(x$BOP.Value)
 #' @export
 Return.rebalancing3 <- function(R, 
                                 weights=NULL,