error with Return.rebalancing after upgrading to latest stable PerformanceAnalytics v1.1.0
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On Fri, Aug 9, 2013 at 11:32 AM, Paolo Cavatore <pcavatore at gmail.com> wrote:
I have a problem with Return.rebalancing() from PerformanceAnalytics after
upgrading to the latest stable release v1.1.0.
The below simple example was working wth previous versions but now returns
the following error message...
require(PerformanceAnalytics)
testRet <- xts(cbind(c(0.10,-0.08,0.15), c(0.02,0.01,-0.01)), order.by
=as.Date(c("2013-07-**19","2013-07-26","2013-08-02")**) )
names(testRet) <- c("equity", "bond")
testWeights <- xts(cbind(c(0.2,0.3), c(0.8,0.7)), order.by
=as.Date(c("2013-07-**19","2013-07-26")) )
names(testWeights) <- c("equity", "bond")
Return.rebalancing(testRet,**testWeights)
sessionInfo()
####################
require(PerformanceAnalytics)
testRet <- xts(cbind(c(0.10,-0.08,0.15), c(0.02,0.01,-0.01)), order.by=as.Date(c("2013-07-19","2013-07-26","2013-08-02"))
)
names(testRet) <- c("equity", "bond")
testWeights <- xts(cbind(c(0.2,0.3), c(0.8,0.7)), order.by=as.Date(c("2013-07-19","2013-07-26"))
)
names(testWeights) <- c("equity", "bond")
Return.rebalancing(testRet,testWeights)
Error in `[.xts`(result, 2:length(result)) : subscript out of bounds
sessionInfo()
R version 3.0.1 (2013-05-16)
Platform: i386-w64-mingw32/i386 (32-bit)
locale:
[1] LC_COLLATE=Italian_Switzerland.1252
LC_CTYPE=Italian_Switzerland.1252 LC_MONETARY=Italian_Switzerland.1252
[4] LC_NUMERIC=C
LC_TIME=Italian_Switzerland.1252
attached base packages:
[1] stats graphics grDevices datasets utils methods base
other attached packages:
[1] PerformanceAnalytics_1.1.0 xts_0.9-5
zoo_1.7-10 rcom_3.1-2
rscproxy_2.0-5
loaded via a namespace (and not attached):
[1] grid_3.0.1 lattice_0.20-15 tools_3.0.1
#######################
[[alternative HTML version deleted]]
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