[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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