[R-SIG-Finance] Possible graphical bug in PerfA

Ilya Kipnis ilya.kipnis at gmail.com
Tue Oct 14 02:58:19 CEST 2014


minimum reproducible example:

data(edhec)
riskRet <- t(rbind(Return.annualized(edhec), maxDrawdown(edhec)))
riskRet <- riskRet[1:4,]
chart.RiskReturnScatter(riskRet, method="nocalc", colorset=c("red",
"black", "blue", "green"))

Output: two dots in red, two dots in black
Expected: one in red, black, blue, green.

sessionInfo:

R version 3.1.1 (2014-07-10)
Platform: x86_64-pc-linux-gnu (64-bit)

locale:
 [1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C         LC_TIME=C
 [4] LC_COLLATE=C         LC_MONETARY=C        LC_MESSAGES=C
 [7] LC_PAPER=C           LC_NAME=C            LC_ADDRESS=C
[10] LC_TELEPHONE=C       LC_MEASUREMENT=C     LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
 [1] downloader_0.3                Quandl_2.3.2
 [3] IKTrading_1.0                 quantstrat_0.8.2
 [5] foreach_1.4.1                 blotter_0.8.19
 [7] PerformanceAnalytics_1.4.3541 FinancialInstrument_1.1.9
 [9] quantmod_0.4-1                Defaults_1.1-1
[11] TTR_0.22-0.1                  Rcpp_0.11.2
[13] xts_0.9-7                     zoo_1.7-11
[15] devtools_1.3

loaded via a namespace (and not attached):
 [1] RCurl_1.95-4.1  RJSONIO_1.3-0   codetools_0.2-8 digest_0.6.3
 [5] evaluate_0.5.5  grid_3.1.1      httr_0.2        iterators_1.0.6
 [9] lattice_0.20-29 memoise_0.1     parallel_3.1.1  stringr_0.6.2
[13] tools_3.1.1     whisker_0.3-2

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