PortfolioAnalytics: indexes – R documentation

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indexes

Six Major Economic Indexes

Description

Monthly data of five indexes beginning on 2000-01-31 and ending 2009-12-31. The indexes are: US Bonds, US Equities, International Equities, Commodities, US T-Bills, and Inflation

Usage

data(indexes)

Format

CSV converted into xts object with montly observations

Examples

data(indexes)

#preview the data
head(indexes)

#summary period statistics
summary(indexes)

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

v1.1.0

GPL-2 | GPL-3

Authors

Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb, cph], Hezky Varon [ctb], Guy Yollin [ctb], R. Douglas Martin [ctb]

Initial release

2018-05-17