[R-SIG-Finance] PerformanceAnalytics package

Jeff Ryan jeff.a.ryan at gmail.com
Sun Oct 23 02:13:29 CEST 2011 

It could be that you have fSeries (deprecated) instead of timeSeries (new version of fSeries), but if you no longer have a conflict, I suppose we should just be happy. 

Best,
Jeff

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

www.lemnica.com

On Oct 22, 2011, at 7:06 PM, financial engineer <fin_engr at hotmail.com> wrote:

> I closed my old session, after saving it. then, opened a new session and ran the commands. this time I only had library(PerformanceAnalytics) and none others, and now it worked fine. So, it seems like the conflict that Brian mentioned is the issue.
> regardless, here's the sessionInfo()
> > sessionInfo()
> 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     
> 
> other attached packages:
> [1] PerformanceAnalytics_1.0.3.2 xts_0.8-2                   
> [3] zoo_1.7-4                   
> 
> loaded via a namespace (and not attached):
> [1] grid_2.12.1          lattice_0.19-13      portfolio_0.4-5     
> [4] portfolioSim_0.2-6   scatterplot3d_0.3-33 tools_2.12.1 
> 
> 
> 
> > 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 18:57:52 -0500
> > To: fin_engr at hotmail.com
> > 
> > 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
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> > > > > -- Also note that this is not the r-help list where general R questions should go.

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