Dear R forum
I have a dataframe (of prices) as given below -
dat
= data.frame(company = rep(c(A, B, C, D, index), each = 5),
prices = c(runif(5, 10, 12), runif(5, 108, 112), runif(5, 500, 510),
runif(5, 40, 50), runif(5, 1000, 1020)))
company prices
1 A 10.61727
2 A
Put your data in a real time series (xts) object and use the CAPM.*
functions from the PerformanceAnalytics package.
MW
On Tue, Jun 4, 2013 at 10:15 AM, Katherine Gobin
katherine_go...@yahoo.com wrote:
Dear R forum
I have a dataframe (of prices) as given below -
dat
= data.frame(company =
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