Identifying required packages from code

Question

I want to follow the tutorial found on this site , but despite being thorough in all other aspects, the author has not included information on what packages need to be used for the code to function.

As far as I understand one of them will be the PerformanceAnalytics package, yet my inexperienced eye is not sure about what else I will need to include.

The fapply function used in the code is one example that I cannot find.

fapply()

Error: could not find function "fapply"

Answer 1

library(sos)
findFn("fapply", sortby = "Function")

Answer 2

The findFN(...) function is great. It should open an internet browser window with the search results by itself at least it does for me.

Answer 3

The tutorial on Backtesting a Trading Strategy uses time series data as seen its part 1 and part 2. fapply is also used in part 2

As the data being collected and processed is time-series data, fapply() function belongs to far package which is used for Modelization for Functional AutoRegressive Processes. I hope this helps.