StackOverflow2013

Note that there are some explanatory texts on larger screens.

plurals

PO
primarykey
Id
13679924
data
AcceptedAnswerId
0
AnswerCount
0
ClosedDate
CommentCount
2
CommunityOwnedDate
CreationDate
2012-12-03T08:58:44.917
FavoriteCount
0
LastActivityDate
2012-12-04T00:24:25.613
LastEditDate
2012-12-04T00:24:25.613
LastEditorUserId
1305861
OwnerUserId
1305861
ParentId
13677687
PostTypeId
2
Score
1
ViewCount
0
LastEditorDisplayName
text
Body
The bug is not in your code, it is in the R package itself. It it is shown on the package validation check <a href="http://www.r-project.org/nosvn/R.check/r-release-windows-ix86+x86_64/PerformanceAnalytics-00check.html" rel="nofollow">here</a> and it can be reproduced with: <pre><code>library(PerformanceAnalytics) example(CAPM.alpha) </code></pre> The error seems to be on line 40 of Return.excess.R. It should be replaced with: <pre><code>xR = coredata(as.xts(R))-coredata(as.xts(Rf)) </code></pre> The easiest way of fixing this in practice is to run: <pre><code>require(utils) assignInNamespace( "Return.excess", function (R, Rf = 0) { # @author Peter Carl # edited by orizon # .. additional comments removed R = checkData(R) if(!is.null(dim(Rf))){ Rf = checkData(Rf) indexseries=index(cbind(R,Rf)) columnname.Rf=colnames(Rf) } else { indexseries=index(R) columnname.Rf=Rf Rf=xts(rep(Rf, length(indexseries)),order.by=indexseries) } return.excess <- function (R,Rf) { xR = coredata(as.xts(R))-coredata(as.xts(Rf)) #fixed } result = apply(R, MARGIN=2, FUN=return.excess, Rf=Rf) colnames(result) = paste(colnames(R), ">", columnname.Rf) result = reclass(result, R) return(result) }, "PerformanceAnalytics" ) </code></pre> Then your original command works: <pre><code>> data(managers) > CAPM.alpha(managers[,1,drop=FALSE], managers[,8,drop=FALSE], Rf=.035/12) [1] 0.005960609 </code></pre> Be aware that I have not verified that the function does what it purports to do.
Tags
Title
singulars
PostAcceptedAnswerId
1. This table or related slice is empty.
PostParentId
1. POError from CAPM.alpha in PerformanceAnalytics
 singulars
 PostTypePostTypeId
 PTQuestion
PostTypePostTypeId
1. PTAnswer
UserLastEditorUserId
1. USorizon
UserOwnerUserId
1. USorizon
plurals
PostLinksPostIdRelatedPostId
1. This table or related slice is empty.
PostLinksRelatedPostIdPostId
1. This table or related slice is empty.
PostsAcceptedAnswerId
1. POError from CAPM.alpha in PerformanceAnalytics
 singulars
 PostTypePostTypeId
 PTQuestion
PostsParentIdCreationDate
1. This table or related slice is empty.
VotesPostIdCreationDate
1. VO
 singulars
 PostPostId
 PO
 UserUserId
 This table or related slice is empty.
 VoteTypeVoteTypeId
 VTAcceptedByOriginator
2. VO
 singulars
 PostPostId
 PO
 UserUserId
 This table or related slice is empty.
 VoteTypeVoteTypeId
 VTUpMod
CommentsPostId
1. COThanks - very helpful
 singulars
 PostPostId
 PO
 UserUserId
 USuser1871635
2. COAccepted. (I missed that option first up.) I tried to +1 the answer previously but rank newbies (with less than 15 points) cannot. In any case you have my gratitude.
 singulars
 PostPostId
 PO
 UserUserId
 USuser1871635

Querying!

Guidance

A row detail

Detail views are divided into sections. All the information in the data section comes from columns in the selected row. The other sections display data from other, related rows.

Related data can be related in a to-one or a to-many fashion. Captions of data related in a to-many fashion link to a list view showing a filtered view of the table.

Try moving around until you find a non-empty to-many entry and click on the label to get to one. You can move back to the root by clicking on the database name in the header.