REN (version 0.1.0)

ren: Main Function for Portfolio Analysis

Description

This function integrates data preparation, parallel setup, and portfolio analysis. It takes raw data as input, prepares it using `prepare_data`, sets up parallel processing using `setup_parallel`, and performs the analysis using `perform_analysis`.

Usage

ren(
  dat,
  date_column_index = 1,
  start_date = "19990101",
  end_date = "20231231",
  num_cores = 2
)

Value

The results from `perform_analysis`, including plots and performance metrics.

Arguments

dat

A data frame or matrix where the first column is the date and the remaining columns are the data.

date_column_index

The index of the date column in the input data. Default is 1.

start_date

A character string specifying the start date for filtering the data in 'YYYYMMDD' format. Default is '19990101'.

end_date

A character string specifying the end date for filtering the data in 'YYYYMMDD' format. Default is '20231231'.

num_cores

The number of cores to use for parallel processing. Default is 2.

Examples

if (FALSE) {
# load the sample data
dat(FF25)
# Run the main function
result <- ren(FF25)

# Display results
print(result$cumulative_return_plot)
print(result$cumulative_turnover_plot)
}