[R-SIG-Finance] R - Error Question for chart.Correlation(PerformanceAnalytics)

Brian G. Peterson brian at braverock.com
Tue Jan 8 18:40:30 CET 2008


Guy,

Thanks for your constructive comments on chart.Correlation and the data 
sets included with PerformanceAnalytics.

Guy Yollin wrote:
<... snip chart.Correlation bits ...>
I'll defer to Peter to comment on (fixing) the coding in 
chart.Correlation, as I am admittedly a novice on graphics in R (I focus 
on the analytical functions in PerformanceAnalytics).

I wanted to address this point from Guy:
> Also, it appears that a couple of the datasets (managers and edhec) have
> what should really be the rownames as the first column of data in the
> dataframe.  I did the following to get some of the examples to work:

I'm a little confused by this, as

rownames(edhec)
or
rownames(managers)

returns the rownames correctly:
 > data(edhec)
 > rownames(edhec)
[1] "1997-01-31" "1997-02-28" "1997-03-31" "1997-04-30" "1997-05-31"
[6] "1997-06-30" "1997-07-31" "1997-08-31" "1997-09-30" "1997-10-31"
<...>

So, can you give an example of something that fails for you, which R 
version you're using, etc.?

Thanks,

    - Brian



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