[R] performance analytics

[R. Michael Weylandt]

On Mon, Oct 15, 2012 at 6:44 AM, sheenmaria <sheenmaria6 at gmail.com> wrote:
>
> hi Michael,
> am sorry for the incomplete reply .
>
>
> csv file data havinmg like this ,
>
>>getSymbols("IBM")
>>weekly_data = to.weekly(week_name)
>>dataframe=data.frame(weekly_data)
>>outputfile_name="F:\\R-programs\\Outputfile.csv"
>>write.table(dataframe, file =outputfile_name,sep = ",",col.names
> =TRUE,row.names = T)
>
>> datafrom_table <- read.csv(file=outputfile_name,head=TRUE,sep=",")
>> d12=dput(datafrom_table)
>
> charts.PerformanceSummary(d, rf = 0, main = NULL, method = "ModifiedVaR",
> width = 0,event.labels = NULL, ylog = FALSE, wealth.index = FALSE, gap = 12)
>
> it gives the result . but the number of morethan 40 it print a blank chart
> sheet.
>

I think your problem is that you aren't passing returns to
charts.PerformanceSummary().

This works:

getSymbols("IBM")
charts.PerformanceSummary(ROC(IBM))

Cheers,
Michael