[R-SIG-Finance] Fwd: Problems with charts.PerformanceSummary

Kent Russell kent.russell at live.com
Sat Jun 11 05:31:06 CEST 2011


I get that error everytime I use a fPortfolio or other f package and PerformanceAnalytics simultaneously.  Guess time is used in both.

Kent

On Jun 10, 2011, at 2:09 PM, Costas Vorlow <costas.vorlow at gmail.com> wrote:

> Hello,
> 
> When I try to run example(charts.PerformanceSummary) I get an error
> message. I think there is some sort of incompatibility with the data
> type and the drawdown part of the command. Maybe the locale?
> 
> Any clues would be greatly appreciated....
> 
> Many thanks in advance,
> Costas
> 
>> example(charts.PerformanceSummary)
> 
> chr.PS> data(edhec)
> 
> chr.PS> charts.PerformanceSummary(edhec[,c(1,13)])
> Hit <Return> to see next plot:
> Error in UseMethod("time<-") :
>  no applicable method for 'time<-' applied to an object of class
> "c('xts', 'zoo')"
>> sessionInfo()
> R version 2.13.0 (2011-04-13)
> Platform: i686-pc-linux-gnu (32-bit)
> 
> locale:
>  [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
>  [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8
>  [5] LC_MONETARY=C              LC_MESSAGES=en_US.UTF-8
>  [7] LC_PAPER=en_US.UTF-8       LC_NAME=C
>  [9] LC_ADDRESS=C               LC_TELEPHONE=C
> [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
> 
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods   base
> 
> other attached packages:
>  [1] quantmod_0.3-15              TTR_0.20-2
>  [3] Defaults_1.1-1               PerformanceAnalytics_1.0.3.2
>  [5] xts_0.8-0                    e1071_1.5-26
>  [7] class_7.3-3                  fMarkovSwitching_1.0
>  [9] Rdonlp2_0.3-1                tseries_0.10-25
> [11] quadprog_1.5-4               fImport_2110.79
> [13] timeSeries_2130.92           timeDate_2130.93
> [15] zoo_1.6-5
> 
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