PerformanceAnalytics - show.symmetric
Brian, thank you for your prompt reply and the great package. Regards Helmuth
braverock wrote:
It's a bug. Fixed in SVN on R-Forge. Thanks! - Brian -- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock Helmuth Vollmeier wrote:
Setting the "show.symmetric" argument to TRUE seems to be ignored when using the "chart.BarVaR" or "charts.PerformanceSummary" function. ( i.e. to plot the positive as well as negative values for method "StdDev" ). Anyone having the same problem ? I am using R 2.10.1 and PerformanceAnalytics package V. 1.0 on a MacBook Pro with OS X 10.6.2 installed.
Helmuth,
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