Tuesday, May 22, 2012

knitr Performance Report–Attempt 3

please see knitr Performance Report-Attempt 2 and knitr Performance Report-Attempt 1

Since the time of my last reporting post, RStudio, knitr, and Sweave have worked extremely hard to make document creation easier by becoming even more streamlined and cooperative (New Version of RStudio (v0.96)).  Thanks so much for these extremely helpful and generous contributors.

Over the years, I have developed an outline for client reports that I think applies in most situations in the money management world.  This also fits for performance reporting and marketing, except the transaction history section would either be eliminated or replaced by a section highlighting trades or ideas that have been used in the past.

From TimelyPortfolio

I thought I would have a completed product before displaying progress, but I just could not wait.  I started working on the Return section.  Please let me know what you think as your comments will guide the rest of the report.  If you are viewing in a RSS reader, you might need to view through this link, since the embed might not work.

R code from GIST:


  1. it is recommended to quote character options now, e.g. results='hide'

    1. Thanks Yihui Xie for the helpful comment. Unfortunately, my RStudio/Sweave setup dislikes the quoted character options, so I omitted, but that goes into my next comment in response to alstated...

  2. I don't understand fully what is this knitr package. I've installed it, but don't know how to start with its features. I know what is Sweave, which allows me to run R codes on TeX. But what is the difference of Sweave and Knitr? What does knitr can do that sweave can't?

    Any link to address my questions?

    I'm reading now on your site Yihui Xie, I hope I can start to use your package.

    1. Thanks alstated. Actually this post did not use knitr, and I was able to spot a lot of the power of knitr through that frustrating process. Yihui can correct me, but I believe knitr's power comes primarily through its http://yihui.name/knitr/options chunk options that give you much more control over the output.

      I also have forked this post to http://timelyportfolio.blogspot.com/2012/05/knitr-performance-report-3-really-with.html

    2. This is hard to answer, because there are too many new features in knitr. See https://github.com/yihui/knitr#motivation for a small portion of them.

      If you are a beginner, I recommend you to start with R Markdown first (and RStudio is recommended: http://rstudio.org/docs/authoring/using_markdown); the series of Performance Reports here may be too advanced to beginners :)