## exposure.test.R ## Yang Lu Yang.Lu@williams.edu library(pa) ## data(jan) ## b1 <- brinson(x = jan) ## truth <- exposure(b1, var = "sector") ## data(quarter) ## b2 <- brinson(x = quarter) ## truth.multi <- exposure(b2, var = "sector") ## save(truth, truth.multi, file = "exposure.test.RData") load("exposure.test.RData") ## Single-period data(jan) b1 <- brinson(x = jan) result <- exposure(b1, var = "sector") stopifnot(all.equal(result, truth)) ## Multi-period data(quarter) b2 <- brinson(x = quarter) result.multi <- exposure(b2, var = "sector") stopifnot(all.equal(result.multi, truth.multi))