Fixed subsetting by names, issue #110 #116
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I'm sorry that the time of the commit is in the future(5 hours from now). I've fixed the time on my laptop and it should be fine for future commits. |
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weights can be a named vector as well as a timeseries, so colnames() would fail on a named vector I think. |
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It seems that intersect(names(R), names(weights)) works for everything except numeric matrices, for which intersect(names(R), colnames(weights)) is required. I created explanation here |
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If there are columns which are present in both asset returns and weights, then we subset by name.
length(intersect(colnames(R), colnames(weights)) is needed since intersect(colnames(R), colnames(weights)) would either return a NULL or a character(0) if no columns match. character(0) can be used in an if statement by checking its length (which is 0) and this also works for NULL values(since their length are also 0).