Skip to content
Prev 6096 / 15274 Next

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)
Error in `colnames<-`(`*tmp*`, value = "HAM1 > 0") :
  attempt to set colnames on object with less than two dimensions
_
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

---- MAKO ----
This email and any files transmitted with it are confide...{{dropped:14}}