Message-ID: <CAMPD5GVfxg6B5UJzoocP9ASQZ2YvSzniFtbk=_JbSHQGRWw_6w@mail.gmail.com>
Date: 2011-09-02T11:00:28Z
From: Dean Marks
Subject: 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,
--
Dean Marks
Investment Analyst
Aeon Investment Management
Tel: +27 (0)21 670 5295
Fax: +27 (0)86 508 0685
Mobile: +27 (0)72 417 4720
Email: dean at aeonim.co.za
www.aeonim.co.za
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Claremont, 7708
PO Box 24020, Claremont, 7735
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