[R-SIG-Finance] troubles with the weights in the VaR function

[manu]

hi there

i have some troubles with VaR ( value at risk function)
to be more specific, with the weights in the VaR function


when i run the example:
equalWeights = rep(1/4, 4)
alpha = 0.10
# Value at Risk:
VaR(myAssets, equalWeights, alpha)

everything is ok



BUT 

when i read my own data set, and try to have my own weights, i have the following message :

Erreur dans `names<-.default`(`*tmp*`, value = "VaR") : 
        attribut 'names' [1] doit être de même longueur que le vecteur [0]

which can be translated as:

error in `names<-.default`(`*tmp*`, value = "VaR") : 
	attribute 'names' [1] must have the same length as vector [0]



i have no idea of what it means
:-(


i printed the names of my data, and it was exactely the same as the names in the VaR example



when returning this message, R returns at the same time the computation of the VaR, but using the default (equal weights); in my case it is not possible to have different weights :-(




did anyone face the same problem?
if yes, how to solve it


thx in advance


regards


manu