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Fixed subsetting by names, issue #110 #116

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merged 3 commits into from
Apr 7, 2019
Merged

Fixed subsetting by names, issue #110 #116

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dcec867
Fixed subsetting by names
divyansh997 Mar 31, 2019
bce845a
Fixed subsetting by names for numeric vectors.
divyansh997 Apr 1, 2019
3b275b7
Fixed space after else
divyansh997 Apr 1, 2019
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12 changes: 8 additions & 4 deletions R/Return.portfolio.R
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Original file line number Diff line number Diff line change
Expand Up @@ -191,13 +191,17 @@ Return.portfolio <- Return.rebalancing <- function(R,
# make sure that frequency(weights)<frequency(R) ?

# make sure the number of assets in R matches the number of assets in weights
# Should we also check the names of R and names of weights?
# We also check the names of R and names of weights
if(NCOL(R) != NCOL(weights)){
if(NCOL(R) > NCOL(weights)){
if(NCOL(weights)>NCOL(R)){
stop("number of assets is greater than number of columns in returns object")
} else if(is.matrix(weights)&&length(intersect(names(R), colnames(weights)))!=0){
R = R[ , intersect(names(R), colnames(weights))]
} else if(!is.matrix(weights)&&length(intersect(names(R), names(weights)))!=0){
R = R[ , intersect(names(R), names(weights))]
} else {
R = R[, 1:NCOL(weights)]
warning("number of assets in beginning_weights is less than number of columns in returns, so subsetting returns.")
} else {
stop("number of assets is greater than number of columns in returns object")
}
}
} # we should have good weights objects at this point
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