[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.

-- 
View this message in context: http://www.nabble.com/chart.Histogram-differences-between-PerformanceAnalytics-9.5-and-9.6-tp15655891p15655891.html
Sent from the Rmetrics mailing list archive at Nabble.com.



More information about the R-SIG-Finance mailing list