[R-SIG-Finance] PerformanceAnalytics - small problem with Return.excess

Giuseppe Milicia Giuseppe.Milicia at makoglobal.com
Thu May 6 13:00:49 CEST 2010


I've noticed a small problem in PerformanceAnalytics, Return.excess does not like timeseries with only 1 elements. Obviously this situation does not happen often, but getting around the issue is rather unelegant:

Loading required package: PerformanceAnalytics

Package PerformanceAnalytics ( loaded.
Econometric tools for performance and risk analysis.
(c) 2004-2010 Peter Carl, Brian G. Peterson. License: GPL

> Return.excess(managers[1,1,drop=FALSE], 0)
Error in `colnames<-`(`*tmp*`, value = "HAM1 > 0") :
  attempt to set colnames on object with less than two dimensions

> version
platform       i386-pc-solaris2.10
arch           i386
os             solaris2.10
system         i386, solaris2.10
major          2
minor          10.1
year           2009
month          12
day            14
svn rev        50720
language       R
version.string R version 2.10.1 (2009-12-14)



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