quantstrat demo(faber_rebal)
Dear list members, I'm trying to run the demo(faber_rebal) from the Quantstrat package (R-Forge Rev. 1590): library(quantstrat) Sys.setenv(TZ = "America/New_York") demo(faber_rebal) The demo stops on line 133 with the error message:
out<-applyStrategy.rebalancing(strategy='faber' , portfolios='faber')
Error in paste("::", timestamp, sep = "") :
cannot coerce type 'closure' to vector of type 'character'
I guess it's a namespace/masking clash with the timestamp() function
of the R.utils package. Another quantstrat user posted the same issue
in the R-Forge forums, see
https://r-forge.r-project.org/forum/forum.php?thread_id=28525&forum_id=1032&group_id=316
Any idea how to fix it?
Thanks,
Simon
sessionInfo()
R version 3.0.3 (2014-03-06) Platform: x86_64-pc-linux-gnu (64-bit) locale: [1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C [3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8 [5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8 [7] LC_PAPER=en_US.UTF-8 LC_NAME=C [9] LC_ADDRESS=C LC_TELEPHONE=C [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages: [1] quantstrat_0.8.0 foreach_1.4.1 [3] blotter_0.8.17 PerformanceAnalytics_1.1.0 [5] FinancialInstrument_1.1.9 quantmod_0.4-0 [7] Defaults_1.1-1 TTR_0.22-0 [9] xts_0.9-7 zoo_1.7-11 loaded via a namespace (and not attached): [1] codetools_0.2-8 grid_3.0.3 iterators_1.0.6 lattice_0.20-27 [5] tools_3.0.3