[R-SIG-Finance] PerformanceAnalytics package

Jeff Ryan jeff.a.ryan at gmail.com
Sun Oct 23 00:47:39 CEST 2011


Can you include your sessionInfo() output as well. 

You may be running old packages or some strange combination. Without knowing your context a guess is all that we can muster. 

Best,
Jeff

PS. StackOverflow may be the current 'cool' but it is mostly fracturing the answer base when it comes to R and Finance. In general that's a very bad thing. Unless of course those SO points you accumulate have some sort of store you can cash them in at. I think the store is Joel's pocket. 



Jeffrey Ryan    |    Founder    |    jeffrey.ryan at lemnica.com

www.lemnica.com

On Oct 22, 2011, at 5:34 PM, financial engineer <fin_engr at hotmail.com> wrote:

> 
> 
> thanks, Brian
> will do so.
> 
>> Date: Sat, 22 Oct 2011 17:20:04 -0500
>> From: brian at braverock.com
>> To: fin_engr at hotmail.com
>> CC: r-sig-finance at r-project.org
>> Subject: Re: [R-SIG-Finance] PerformanceAnalytics package
>> 
>> This is most likely a conflict between xts/zoo and the various f* Rmetrics
>> packages 
>> (or possibly the timeSeries package from Rmetrics).  You'll like see a
>> warning that function 'time' is being masked.
>> 
>> the zoo/xts and Rmetrics teams are aware of the issue, and are trying to
>> sort out a modle that will avoid trhe conflict.
>> 
>> For now, the most likely way for you to avoid this issue is to not load
>> the Rmetrics packages, or to load zoo/xts *after* you've loaded any
>> Rmetrics packages you need. 
>> 
>> On Sat, 22 Oct 2011 18:10:15 -0400, financial engineer
>> <fin_engr at hotmail.com> wrote:
>>> hi,
>>> 
>>> 
>>> 
>>> I've been trying to familiarize myself with the PerformanceAnalytics
>>> package.
>>> 
>>> 
>>> 
>>> As I go through the examples (in the attached file), I faced a hiccup.
>>> 
>>> When I run the following code, it only prints the first chart
>>> 
>>> 
>>> 
>>> charts.PerformanceSummary(managers[, c(manager.col,
>>> 
>>> indexes.cols)],colorset = rich6equal, lwd = 2, ylog = TRUE)
>>> 
>>> 
>>> 
>>> and gives me the following error:
>>> 
>>> 
>>> Error in UseMethod("time<-") :
>>> 
>>>  no applicable method for 'time<-' applied to an object of class
>>> 
>>> "c('xts', 'zoo')"
>>> 
>>> 
>>> 
>>> Can you please let me know how I can fix it.
>>> 
>>> 
>>> 
>>> Thanks!
>> 
>> -- 
>> Brian G. Peterson
>> http://braverock.com/brian/
>> Ph: 773-459-4973
>> IM: bgpbraverock
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