[R-SIG-Finance] Performance Analytics: table.CAPM

[Charles Duranceau]

Hi,
I noticed a problem with the function : table.CAPM when it return following error message: "Error in NextMethod(.Generic) : dims [product 4] do not match the length of object [0]"
I noticed in a previous post the solution is to transform series in xts, but in this case the series is already a xts object.
I don't understand as other similar functions works well as the following code shows

library("xts", lib.loc="C:/Users/cduranceau/Documents/R/win-library/3.1")
library("PerformanceAnalytics", lib.loc="C:/Users/cduranceau/Documents/R/win-library/3.1")
# Define Returns
pf1<-c(0.1,0.11,0.09,0.1)
bm<-c(0.25,0.2,-0.4,0.01)
time_index<-seq(as.Date("2003/05/01"), by = "month", length.out = 4)-1 # last day of the month
pf1x<-as.xts(pf1,time_index)
bmx<-as.xts(bm,time_index)


CAPM.alpha(pf1x, bmx, Rf = 0) # works [1] 0.09965609
table.CAPM(pf1x,bmx,Rf=0)    # error

Is there a way to solve the issue?
Thank you

Best Regards,


Version info

platform       x86_64-w64-mingw32
arch           x86_64
os             mingw32
system         x86_64, mingw32
status
major          3
minor          1.0
year           2014
month          04
day            10
svn rev        65387
language       R
version.string R version 3.1.0 (2014-04-10)
nickname       Spring Dance


package:

Package:

 "PerformanceAnalytics" VERSION 1.4.3541 from CRAN   ---- project.org/bin/windows/contrib/3.1/PerformanceAnalytics_1.4.3541.zip

Charles


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