[R-SIG-Finance] PerformanceAnalytics apply.rolling with NAs

[Dean Marks]

Hi,

I'm having the following issue:

require( PerformanceAnalytics )
data( managers )

#This works fine:
x <- managers[ , "SP500 TR"]
apply.rolling( x , width = 6 )

#This produces an error (presumably due to indexes being empty)
x[] <- NA
apply.rolling( x , width = 6 )
###  Error in xts(, order.by = time(R)) :
###  order.by requires an appropriate time-based object

Is this the expected behavior? How would I avoid the error without
having to check for the special case(s)?

Thanks,

-- 
Dean Marks
Investment Analyst
Aeon Investment Management
Tel: +27 (0)21 670 5295
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Mobile: +27 (0)72 417 4720
Email: dean at aeonim.co.za
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