[R-SIG-Finance] PerformanceAnalytics issue

[Brian G. Peterson]

On 07/25/2012 10:45 AM, Peter Carl wrote:
> Your issue with method = "simple" has been reported before to this list
> and was corrected in r-forge.  Check that you are using the most
> up-to-date CRAN release, and if not then try updating.

THe bug was fixed on 2 Apr, 2012, in svn r1894, which is *after* the 
last CRAN release.  You should use the R-Forge version, currently here:

install.packages("PerformanceAnalytics", repos= 
c("http://R-Forge.R-project.org", getOption("repos")))

(assuming that the R-Forge build process hasn't failed, as it often 
seems to)

Regards,

    - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock