R Under development (unstable) (2023-08-20 r84995 ucrt) -- "Unsuffered Consequences" Copyright (C) 2023 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > ## 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)) > > > proc.time() user system elapsed 1.34 0.20 1.51