Hi Carl,
 
 Many thanks for your quick reply. Just a follow up on  this. While I have 
installed PA pages I wasn't too successful in finding  further information 
in respect of implementing the function.page RollingStyle which would allow 
me to plot the R-squared over time for my returns based analysis  
(Sharpe-model).Would you mind pointing me to some further information?
  
  Also, is there a straightforward way to chart or calculate each factor 
weight
 so  that the values can be read easily (while chart.RollingStyle. gives a  
good graphical impression of the styles, I'd also be interested in 
obtaining  an idea of the exact weightings at some point in time, e.g. 
showing  min/max over time and potentially also some kind of summary 
statistics like avg or sd of the style attributes)
 
 Some help on this would be awesome - thks.
 
 Phil
>         -------- Original-Nachricht --------
> Datum: Tue, 6 Sep 2011 09:38:37 -0500
> Von: "Peter Carl" <peter@braverock.com>
> An: "Philipp Haumueller" <phaumueller@gmx.net>
> CC: r-sig-finance@r-project.org
> Betreff: Re: [R-SIG-Finance] PerformanceAnalytics - Style Analysis-  
> plotting R squared over time
> 
>         Phil,
> 
> The function page.RollingStyle in PApages (also on RForge) shows 
> something
> of a brute-force way to do it.  I'm sure there's a better way, but that
> should work for you.
> 
> pcc
> -- 
> Peter Carl
> http://www.braverock.com/~peter
> 
> > 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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> 
>  
    
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