[R-SIG-Finance] PerformanceAnalytics - show.symmetric
Brian G. Peterson
brian at braverock.com
Wed Mar 3 13:50:22 CET 2010
Helmuth Vollmeier wrote:
> Setting the "show.symmetric" argument to TRUE seems to be ignored when using
> the "chart.BarVaR" or "charts.PerformanceSummary" function. ( i.e. to plot
> the positive as well as negative values for method "StdDev" ). Anyone having
> the same problem ?
>
> I am using R 2.10.1 and PerformanceAnalytics package V. 1.0 on a MacBook Pro
> with OS X 10.6.2 installed.
>
Helmuth,
It's a bug. Fixed in SVN on R-Forge.
Thanks!
- Brian
--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock
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