[R-SIG-Finance] PerformanceAnalytics package

Jeff Ryan jeff.a.ryan at gmail.com
Sun Oct 23 01:57:52 CEST 2011


Something is obviously not consistent, as the sessionInfo you just sent doesn't even include PerformanceAnalytics. 

Can you try and run your example again to the point of breakage and send the sessionInfo() from that one?

Thanks
Jeff

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

www.lemnica.com

On Oct 22, 2011, at 6:08 PM, financial engineer <fin_engr at hotmail.com> wrote:

> Jeff,
> 
> here's the output you requested.
> 
> R version 2.12.1 (2010-12-16)
> 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     
> 
> loaded via a namespace (and not attached):
> [1] portfolio_0.4-5      portfolioSim_0.2-6   scatterplot3d_0.3-33
> 
> If I need to upgrade, please let me know. thanks!
> 
> > CC: brian at braverock.com; r-sig-finance at r-project.org
> > From: jeff.a.ryan at gmail.com
> > Subject: Re: [R-SIG-Finance] PerformanceAnalytics package
> > Date: Sat, 22 Oct 2011 17:47:39 -0500
> > To: fin_engr at hotmail.com
> > 
> > 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
> > > 
> > > [[alternative HTML version deleted]]
> > > 
> > > _______________________________________________
> > > R-SIG-Finance at r-project.org mailing list
> > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > > -- Subscriber-posting only. If you want to post, subscribe first.
> > > -- Also note that this is not the r-help list where general R questions should go.



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