?returns not applicable to zoo objects anymore???

I'm not running R 2.8.0 yet, so I can't comment on your error
specifically, but I will note that function Return.calculate from
package PerformanceAnalytics will work with your zoo object from
get.hist.quote for calculating returns from prices.

rsp500 <- Return.calculate(get.hist.quote(ticker[1], start = from, end =
till, compression=freque[fq], quote="Close"))

Regards,

   - Brian

Bastian Offermann wrote:

hello,

does anybody know by any chance why the function ?returns in package
timeSeries (formerly fSeries) cannot be applied to zoo objects? And
converting zoo objects into class timeSeries does not seem to work as
well.

E.g.

ticker <- c("^GSPC", "MSFT", "MMM", "DAI", "GS")
from <- "1970-10-19"              # of type "YYYY-MM-DD"
till <- "2007-12-31"
freque <- c("d", "w", "m", "y")
fq <- 3                           # input 1 for "d", 2 for "w" etc.

sp500 <- get.hist.quote(ticker[1], start = from, end = till,
compression=freque[fq], quote="Close")
rsp500 <- returns(get.hist.quote(ticker[1], start = from, end = till,
compression=freque[fq], quote="Close"))


above code returns error msg.:

Error in .classEnv(thisClass) :
 unable to find an environment containing class "zoo"

I upgraded my version from 2.7.1 to 2.8.0 and found that the package
fSeries has been changed to timeSeries. ?returns always worked fine as
coded above and suddenly caused errors as the one above after I had
installed 2.8.0. I am now using 2.7.1 again, but the error remains.
operating system is windows vista.

thanks in advance.

regards

bo

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