PerformanceAnalytics apply.rolling with NAs
Hi, I'm having the following issue: require( PerformanceAnalytics ) data( managers ) #This works fine: x <- managers[ , "SP500 TR"] apply.rolling( x , width = 6 ) #This produces an error (presumably due to indexes being empty) x[] <- NA apply.rolling( x , width = 6 ) ### Error in xts(, order.by = time(R)) : ### order.by requires an appropriate time-based object Is this the expected behavior? How would I avoid the error without having to check for the special case(s)? Thanks,
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