[R-SIG-Finance] [R-sig-finance] chart.Histogram differences between PerformanceAnalytics 9.5 and 9.6
EdNel
ed_7bit at yahoo.com
Sat Feb 23 20:10:23 CET 2008
I've encountered two differences between versions 9.5 and 9.6 in the results
I get for of the chart.Histogram function :
i) The y axis (density) limits are fixed at 0,10 but they used to follow the
default behaviour of the plot function and adjust to accomodate the maximum
value
ii) I get lots of warnings like this :
"In VaR.CornishFisher(x, p = p) :
Cornish-Fisher Expansion produces unreliable result (risk over 100%) for
column: 1 : 6.21173467258483"
I assume the function is calculating VaRs though (methods =
c("add.density","add.centered")), I'm not actually using them.
Are these bugs or are there parameters I can change to get the 9.5 behaviour
back?
Thanks.
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