PerformanceAnalytics
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braverock
### Description Selecting a column does not delete row and column names, as lines 7 and 9 of the Examples shows To do so, one needs to use Drop =...
It would be great if there is an option to control the treatment of NA, like in base functions mean and sum. I would prefer if the following returned NA,...
### Description I am not able to store PerformanceAnalytics chart in an R object like ggplot. ### Minimal, reproducible example ```r library(PerformanceAnalytics) data(managers) x
### Description `Return.annualized` seems to be unnecessarily slow. Seems a simple code tweak (1 line change) can speed it up by 100x? Am I missing something? I'm new to this...
### Description I am trying to get the probabilistic Sharpe ratio by passing a vector with the reference Sharpe. Strangely, when I pass as reference Sharpe the Sharpe ratios of...
The nearest comoment method by Boudt, K., Cornilly, D., & Verdonck, T. (2020). Nearest comoment estimation with unobserved factors. Journal of Econometrics, is supposed to be included in this package...
CAPM.beta help file claims it works with vectors and zoo objects but these fail. Also the error message runs off the edge of the screen and is unreadable. ``` CAPM.beta(1:10,...
I recently updated packages on my R installation and noticed that plots using a log-scale for the y-axis were no longer displaying correctly. Digging in, it looks like the "ylog"...
### Description Level.calculate() is not being exported ### Solution: Add #' @export to line 41 of Level.calculate.R ### Expected behavior Level.calculate() is documented but not exported ### Minimal, reproducible example...
