[R-SIG-Finance] Error in using PerformanceAnalytics package.

[Pankaj K Agarwal]

Apologies that data file was not attached in the previous mail
Dear Joshua SirHere is my data and my code:
R Version 3.4.2
1. Data:File:data.csvMonthly returns of 210 assets from April 2006 till March 2015
2. Code:#Reading filedat1<-read.csv("data.csv",header=TRUE,stringsAsFactors=FALSE)#Load zoolibrary(zoo)#Creating a zoo objectdat1.z<-read.zoo(dat1, header = TRUE, FUN =function(x) as.yearmon(format(x, nsmall = 2),"%b-%y"))#Subseting datatestdata<-window(dat1.z,start=as.yearmon("Apr 2006"),end=as.yearmon("Mar 2010"))#Computing VaRlibrary(PerformanceAnalytics)library(PortfolioAnalytics)VaR(as.matrix(testdata)/100,p=0.95,method="modified")
Problem:The last command gives the following output:
Error in dimnames(cd) <- list(as.character(index(x)), colnames(x)) :   'dimnames' applied to non-array
Kindly advise how to resolve it. 


Regards,Pankaj K Agarwal
+91-98397-11444http://in.linkedin.com/in/pankajkagarwal/
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