Hi,

I am running an example from the "help" provided in the Performance Analytics package. I would like to compute the returns with the choice method="simple". However, the result is a column of ZEROS. I checked to see if my decimal places were set to zero, but that is not the case. The result is zero.


When I change form "simple" to "compound" the function seems to work. 


Am I missing something? or is it  a bug?

Thanks 


Jorge



Here is the example.



library(PerformanceAnalytics)

 library(xts)
   ## Not run:
require(tseries)
prices = get.hist.quote("IBM", start = "1999-01-01", end = "2007-01-01", quote = "AdjClose", compression = "d")

## End(Not run)

R.IBM = Return.calculate(prices, method="simple")

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