[R-SIG-Finance] PerformanceAnalytics issue

[Julien Dargent]

Brian, Peter & Others,

Thank you very much for your help. The rounding was definitely part of the problem with chart.CumReturns and I had also wrongly assumed CumReturns would work with compound/log return whereas it takes in actual/simple returns.

Thanks again for the great package.

Julien

-----Original Message-----
From: r-sig-finance-bounces at r-project.org [mailto:r-sig-finance-bounces at r-project.org] On Behalf Of Brian G. Peterson
Sent: Wednesday, July 25, 2012 8:56 AM
To: r-sig-finance at r-project.org
Subject: Re: [R-SIG-Finance] PerformanceAnalytics issue

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

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