Hi all, I am researching performance of funds in the FTSE100 and am using the Modigliani function in the PerformanceAnalytics package.
I have attached my raw data for your reference. When I try to use the Modigliani code as follows: Modigliani (a,b,c=0) where a is my data set "1000 RANDOM...", b is the data of FTSE "FTSE ALLSHARE..." returns, c is the risk free rate "LIBOR". This code returns the data attached "Modigliani from R" which seems to be a calculation for only the first 2 columns of my data set. I would have expected to have R return the same amount of rows and columns when using the Modigliani function i.e 108 rows and 1001 columns. Is there something I need to add to the code to have it calculate for each row/column? Thanks, Jessy *very confused student* ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
