| deport.randportBurSt {PortfolioProbe} | R Documentation |
Creates a file of the random portfolios represented by the object given it.
deport.randportBurSt(x, filename = deparse(substitute(x)),
what = "horizontal.portfolio", multiplier = 1,
names.assets = NULL, to = "csv", blank = "", append = FALSE,
subset = NULL)
x |
required.
An object of class "randportBurSt" (like the result of
random.portfolio).
|
filename |
a character string giving the name of the resulting file. The extension ("csv" or "txt") need not be a part of the string. |
what |
a character string describing the layout of the file.
This must partially match either "horizontal.portfolio" or
"vertical.portfolio".
|
multiplier |
either a single number, or a numeric vector with names.
If a vector, the names should be the names of any assets that may
appear in x, and the values give the
amount by which to multiply each value in x.
|
names.assets |
a character vector providing the names of all assets to be represented in the file. The default is to use the union of the assets that are in the random portfolios. |
to |
a character string partially matching one of:
"csv", "txt".
This controls whether the file is comma-separated or tab-separated.
|
blank |
a character string giving the value to be placed in locations
that do not occur.
The default is no character at all – the
other logical choice for this is "0".
|
append |
logical flag.
If FALSE, then the file is created or overwritten.
If TRUE (which is only allowed for horizontal portfolios),
then the file is appended.
|
subset |
if given, a vector that subscripts the random solutions. |
a character string of the name of the file created.
the file is created, overwritten or appended.
This help was last revised 2010 January 02.
randport1 <- random.portfolio(1000, prices, varian, long.only=TRUE,
gross.value = 1e6, bench.constraint=c(spx=.04^2/252),
lin.constraints=cntrysect.conmat, lin.bounds=cntrysect.bounds)
deport(randport1) # create file randport1.csv
# generation in lots, file in shares
deport(randport1, mult=100)
# write monetary values in file
deport(randport1, mult=prices)
# tab-separated file of vertically oriented portfolios
# all asset names from prices used
deport(randport1, to="txt", what="vert", names=names(prices))