Dear all,

I am running some analysis based on an asset factor model (Sharpe model - 
Style Analyses) in the Package PerformanceAnalytics/R-Forge.While 
calculating weights etc. works fine I would also like to calculate/plot 
rolling R-squared values of the Sharpe model over time? Are there any 
suggestions how to run this? 

Your help is greatly appreciated - thx,

Phil    
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