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

manu junkmanu at free.fr
Sat Dec 9 11:26:49 CET 2006

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


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



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