blotter
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Add multivariate support for mcsim()
@braverock suggested adding multivariate support for mcsim() which makes sense as the simulations are done using tsboot() from the boot package which is able to take univariate or multivariate time series.
Considerations:
- Backwards compatibility, so if we add another argument for uni or multi-variate, we should make univariate the default
- The helper and plotting functions (plot.mcsim, hist.mcsim, quantile.mcsim, summary.mcsim, print.mcsim) will need to be updated and carefully constructed, perhaps taking a variable for univariate or multivariate from the return slot in the main
mcsim()function
hi @braverock can we close this issue? i think commit https://github.com/braverock/blotter/commit/d096b686d30bb63ebf0cbc2af7ef84b88b5c4820 would have closed this issue?