[R-SIG-Finance] PerformanceAnalytics: periodicity() function

[Murali.Menon at avivainvestors.com]

Folks,

The variable scale is initialised as "years" in the function periodicity(), whereas the usage for other periods is 'quarterly', 'monthly' etc. This causes chart.TimeSeries() to throw an error in the

switch(freq$scale, ) code because that is looking for 'yearly', not 'years'.

E.g.

> x <- structure(c(0.000452526685891801, 0.000807277725566065, -0.00263743291162857, 
0.00565791169977606, 0.000493819538511648, 0.000231269431065556, 
0.00255725013533005, -0.000576682024023798, 0.00890528425766388, 
0.00172948824027563, 0.00586017066434493, 0.00033513487703795, 
0.00281930488908796, -0.00400888331693709, -0.00336887385144884, 
-0.000525136255385699, -0.0064468192138384, 0.0064614590751907, 
-0.00111345878301972), .indexCLASS = c("POSIXt", "POSIXct"), .indexTZ = "", .CLASS = "xts", na.action = structure(c(736L, 
1082L), class = "omit", index = c(1261699200, 1303772400)), index = structure(c(1176073200, 
1178492400, 1188169200, 1198627200, 1206316800, 1209942000, 1219618800, 
1230249600, 1239577200, 1241391600, 1251673200, 1261958400, 1270422000, 
1272841200, 1283122800, 1293408000, 1293494400, 1294012800, 1303686000
), tzone = "", tclass = c("POSIXt", "POSIXct")), .Dim = c(19L, 
1L), .Dimnames = list(NULL, "AHA"), class = c("xts", "zoo"))

> chart.TimeSeries(x)
Error in if (format == "") { : argument is of length zero

> periodicity(x)$scale
[1] "years"

Is this a bug in periodicity()?

I am using PerformanceAnalytics 1.0.3.2 and R 2.11.1

Thanks,
Murali