[R-sig-finance] getReturns in fMultivar

[ManojW]

A quick debug of getReturns reveal that the function returnSeries has some
"issues"  handling vector data. As a stop gap arrangement, you can try to
invoke getReturns by casting the data as a timeSeries obejct.

Hope that helps.

Manoj


----- Original Message ----- 
From: "Sanjun Chen" <sanjun.chen at gmail.com>
To: <r-sig-finance at stat.math.ethz.ch>
Sent: Thursday, June 02, 2005 1:04 PM
Subject: [R-sig-finance] getReturns in fMultivar


> Hi,
> I got the following message when I used the getReturns in the
> fMultivar package. (it worked fine in previous version of fSeries).
>
> >         data(EuStockMarkets)
> >         dax = log(EuStockMarkets[, "DAX"])
> >         plot(getReturns(dax))
> Error in ans[-1, ] : incorrect number of dimensions
>
>
> Appreciate any help.
>
> Thanks.
>
> Sanjun Chen
>
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