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table.CalendarReturns to handle daily data #163

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bnleavitt opened this issue Jun 4, 2021 · 0 comments
Open

table.CalendarReturns to handle daily data #163

bnleavitt opened this issue Jun 4, 2021 · 0 comments

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@bnleavitt
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Description

table.CalendarReturns only handles monthly data.

Either output error message if non monthly data is supplied to avoid confusion, or make the change on line 109 for geometric (and similar for additive):

target.df[year[i], month[i]] = prod(1+c(target.df[year[i], month[i]],as.numeric(ri[i, column])),na.rm=TRUE) - 1

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