PerformanceAnalytics - small problem with Return.excess
Guys, I've noticed a small problem in PerformanceAnalytics, Return.excess does not like timeseries with only 1 elements. Obviously this situation does not happen often, but getting around the issue is rather unelegant: Loading required package: PerformanceAnalytics Package PerformanceAnalytics (1.0.2.1) loaded. Econometric tools for performance and risk analysis. (c) 2004-2010 Peter Carl, Brian G. Peterson. License: GPL http://r-forge.r-project.org/projects/returnanalytics/ data(managers)
Return.excess(managers[1,1,drop=FALSE], 0)
Error in `colnames<-`(`*tmp*`, value = "HAM1 > 0") : attempt to set colnames on object with less than two dimensions
version
_
platform i386-pc-solaris2.10
arch i386
os solaris2.10
system i386, solaris2.10
status
major 2
minor 10.1
year 2009
month 12
day 14
svn rev 50720
language R
version.string R version 2.10.1 (2009-12-14)
Cheers,
//Giuseppe
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