A function to remove the RF from the Stocks

function.r

remove_risk_free <- function(stocks, risk_free, rf_col_name) {
  if(class(risk_free) != class(timeSeries()) || class(stocks) != class(timeSeries())) {
    stop("The two first parameters must be timeSeries objects")
  }
    
  if(nrow(risk_free) != nrow(stocks)) {
    stop("The two time series must be from the same size")
  }
  
  ret <- stocks[,1]
  ret <- ret[,-1]
  
  for(col in colnames(stocks)) {
    ret <- merge(stocks[,col] - risk_free[,rf_col_name], ret)
  }
  
  return(ret)
}
### END FUNCTIONS ###