
hi,

As I continue working through the functions with my time series of daily returns(R.MCO), most of the functions have been working fine, except the following(so far):

VaR.mean.MCO=VaR.mean(R.MCO,p=0.95)
Error: could not find function "VaR.mean"
> VaR.traditional.MCO=VaR.traditional(R.MCO,p=0.95)
Error: could not find function "VaR.traditional"
> modifiedVaR.MCO=modifiedVaR(R.MCO,p=0.99)
Error: could not find function "modifiedVaR"
> table.MonthlyReturns(R.MCO,ci=0.95,digits=4)
Error: could not find function "table.MonthlyReturns"

Can you please let me know how I can fix these errors, as I am keen to use these functions for computing the daily VaR and also generate tables of monthly returns.

Thanks!

> Date: Sat, 22 Oct 2011 17:20:04 -0500
> From: brian@braverock.com
> To: fin_engr@hotmail.com
> CC: r-sig-finance@r-project.org
> Subject: Re: [R-SIG-Finance] PerformanceAnalytics package
> 
> This is most likely a conflict between xts/zoo and the various f* Rmetrics
> packages 
> (or possibly the timeSeries package from Rmetrics).  You'll like see a
> warning that function 'time' is being masked.
> 
> the zoo/xts and Rmetrics teams are aware of the issue, and are trying to
> sort out a modle that will avoid trhe conflict.
> 
> For now, the most likely way for you to avoid this issue is to not load
> the Rmetrics packages, or to load zoo/xts *after* you've loaded any
> Rmetrics packages you need. 
> 
> On Sat, 22 Oct 2011 18:10:15 -0400, financial engineer
> <fin_engr@hotmail.com> wrote:
> > hi,
> > 
> > 
> > 
> > I've been trying to familiarize myself with the PerformanceAnalytics
> > package.
> > 
> > 
> > 
> > As I go through the examples (in the attached file), I faced a hiccup.
> > 
> > When I run the following code, it only prints the first chart
> > 
> > 
> > 
> > charts.PerformanceSummary(managers[, c(manager.col,
> > 
> > indexes.cols)],colorset = rich6equal, lwd = 2, ylog = TRUE)
> > 
> > 
> > 
> > and gives me the following error:
> > 
> > 
> > Error in UseMethod("time<-") :
> > 
> >   no applicable method for 'time<-' applied to an object of class
> > 
> > "c('xts', 'zoo')"
> > 
> > 
> > 
> > Can you please let me know how I can fix it.
> > 
> > 
> > 
> > Thanks!
> 
> -- 
> Brian G. Peterson
> http://braverock.com/brian/
> Ph: 773-459-4973
> IM: bgpbraverock
 		 	   		  
	[[alternative HTML version deleted]]

