Clever Geek Handbook

Identifying required packages from code

I want to follow the tutorial found on this site , but despite being thorough in all other aspects, the author has not included information about which packages need to be used for the code to function.

As far as I understand, one of them would be a package PerformanceAnalytics

, but my untrained eye is not sure what else I will need to include.

The function fapply

used in the code is one example that I cannot find.

fapply()

Error: Could not find function "fapply"

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3 answers 


library(sos)
findFn("fapply", sortby = "Function")


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The findFN (...) function is great. It should open an internet browser window with search results by itself, at least for me.



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The Backtesting the Trading Strategy tutorial uses time series data as shown in Part 1 and Part 2. fapply is also used in Part 2

Since the collected and processed data contains a time series , the fapply () function belongs to far , which is used for modeling for functional autoregressive processes. Hope this helps.

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