[R-SIG-Finance] PerformanceAnalytics Figure 13

Jeff Ryan jeff.a.ryan at gmail.com
Mon Dec 19 00:16:03 CET 2011


CCYY-MM-DD isn't "European style", it is ISO-8601 Standard, which is the only way to properly represent time unambiguously. 

PerformanceAnalytics uses xts, which adheres to the global standard set in the aforementioned standard. 

Best,
Jeff

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

www.lemnica.com

On Dec 18, 2011, at 3:10 PM, loconut <tors.alletra at gmail.com> wrote:

> I had a similar problem. I was reading data in from an csv file that had been
> created in MS Excel:
> 
> portfolios <- read.csv("C:/Data.csv", sep=",", row.names=1,
> stringsAsFactors=FALSE)
> 
> Then, when attempting to use charts.PerformanceSummary, I got the following
> error:
> 
> Error in checkData(R) : 
>  The data cannot be converted into a time series.  If you are trying to
> pass in names from a data object with one column, you should use the form
> 'data[rows, columns, drop = FALSE]'. 
> 
> The "fix" was to convert the date format to the European style "1997-03-01"
> and re-save the data. I quote the word "fix" because I got the same error
> again a few days later after a reboot. I fixed it the second time by
> converting the dates to another style and then converting back to the
> European style - again. Very strange.
> 
> 
> 
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> 
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