I have a problem with Return.rebalancing() from PerformanceAnalytics after
upgrading to the latest stable release v1.1.0.

The below simple example was working wth previous versions but now returns
the following error message...


require(PerformanceAnalytics)

testRet <- xts(cbind(c(0.10,-0.08,0.15), c(0.02,0.01,-0.01)), order.by
=as.Date(c("2013-07-**19","2013-07-26","2013-08-02")**) )
names(testRet) <- c("equity", "bond")

testWeights <- xts(cbind(c(0.2,0.3), c(0.8,0.7)), order.by
=as.Date(c("2013-07-**19","2013-07-26")) )
names(testWeights) <- c("equity", "bond")

Return.rebalancing(testRet,**testWeights)
sessionInfo()

####################
> require(PerformanceAnalytics)
>
> testRet <- xts(cbind(c(0.10,-0.08,0.15), c(0.02,0.01,-0.01)), order.by=as.Date(c("2013-07-19","2013-07-26","2013-08-02"))
)
> names(testRet) <- c("equity", "bond")
>
> testWeights <- xts(cbind(c(0.2,0.3), c(0.8,0.7)), order.by=as.Date(c("2013-07-19","2013-07-26"))
)
> names(testWeights) <- c("equity", "bond")
>
> Return.rebalancing(testRet,testWeights)
Error in `[.xts`(result, 2:length(result)) : subscript out of bounds
>
> sessionInfo()
R version 3.0.1 (2013-05-16)
Platform: i386-w64-mingw32/i386 (32-bit)
locale:
[1] LC_COLLATE=Italian_Switzerland.1252
LC_CTYPE=Italian_Switzerland.1252    LC_MONETARY=Italian_Switzerland.1252
[4] LC_NUMERIC=C
LC_TIME=Italian_Switzerland.1252
attached base packages:
[1] stats     graphics  grDevices datasets  utils     methods   base
other attached packages:
[1] PerformanceAnalytics_1.1.0 xts_0.9-5
zoo_1.7-10                 rcom_3.1-2
rscproxy_2.0-5
loaded via a namespace (and not attached):
[1] grid_3.0.1      lattice_0.20-15 tools_3.0.1

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