[R-SIG-Finance] Error using Performance Analytics package

[Pankaj K Agarwal]

Dear all,I am using a dataset of monthly asset returns. I subset it with window() call of package zoo. When i try to compute Modified VaR on this subset, i am getting the following error:
Error in dimnames(cd) <- list(as.character(index(x)), colnames(x)) :   'dimnames' applied to non-array
Can someone help? I googled it a lot but still nothing seems to be working.
Regards,
Pankaj K Agarwal
+91-98397-11444http://in.linkedin.com/in/pankajkagarwal/

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