Skip to content
Prev 13196 / 15274 Next

validation of DrawdownPeak in PerformanceAnalytics package

Charles,

DrawdownPeak probably shouldn't be in the namespace - thanks for 
pointing it out.  You might be looking for 
PerformanceAnalytics:::Drawdowns, which probably *should* be in the 
namespace.  Let me know if that works for you.

pcc
On 03/23/2015 06:05 PM, Charles Duranceau wrote: