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ngloe
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fix alg_RPP_theoretical
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R/alg_RPP_theoretical.R

Lines changed: 1 addition & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -49,7 +49,7 @@
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#########################################################################
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alg_RPP_theoretical = function(returns, PR="uni"){
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alg <- "RPP_theoretical"
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x = as.matrix(returns)
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x = as.data.frame(returns)
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q = get_asset_prices(x)
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n = ncol(q)
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H = nrow(x)
@@ -132,8 +132,6 @@ alg_RPP_theoretical = function(returns, PR="uni"){
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}
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}
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return(b)
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# Wealth
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S <- get_wealth(x, b)
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