PerformanceAnalytics
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braverock
Performance Analytics SnailTrail Chart subscript out of bounds error
I am running the chart.SnailTrail function from the PerformanceAnalytics package in r. I get the following subscript out of bounds error.
Error in chart.SnailTrail(z, Rf = 0.009261, main = "", : Error in rval[i, j, drop = drop., ...] : subscript out of bounds"
I am not understanding the relevance of the rval[i, j, drop = drop., ...] message nor the reason the subscript is out of bounds.
Here's the reprex:
library(data.table)
if (requireNamespace("xts", quietly = TRUE)) {
z <- data.table(
date = as.Date(c("2012-06-30", "2012-09-30", "2012-12-31",
"2013-03-31", "2013-06-30", "2013-09-30",
"2013-12-31", "2014-03-31", "2014-06-30", "2014-09-30",
"2014-12-31", "2015-03-31", "2015-06-30", "2015-09-30",
"2015-12-31", "2016-03-31", "2016-06-30", "2016-09-30",
"2016-12-31", "2017-03-31", "2017-06-30", "2017-09-30",
"2017-12-31", "2018-03-31", "2018-06-30", "2018-09-30",
"2018-12-31", "2019-03-31", "2019-06-30")),
Advisors = c(NA, NA, NA, NA, NA, NA, NA, NA, NA, -0.018, 0.0316,
0.023, -0.0041, -0.069, 0.0588, 0, -0.0131, 0.0443,
0.0802, 0.0568, 0.037, 0.0377, 0.058, 0.0054, 0.0252,
0.0715, -0.1642, 0.1317, 0.0317),
Composite.Portfolio = c(NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, -0.018,
0.0316, 0.023, -0.0041, -0.00451066775572065,
0.0138801428787179, 0.0167544082714075, 0.0086808059159329,
0.0128885691937194, 0.00447602245053359,
0.0245970869103885, 0.0206885949732613, 0.0169456093554593,
0.0142686600431308, -0.00498093053050016,
0.00946423708285855, 0.022061151018737, -0.0307014361379985,
0.0584823655637847, 0.0222879820629305)
)
# print data.table
print(z)
# print head of xts
print(head(as.xts.data.table(z))) # xts might not be attached on search path
# convert to xts
z<-as.xts.data.table(z)
}
chart.SnailTrail(z,Rf=0.009261,main="",add.names ="none",width=Period.Qtr,stepsize=1,legend.loc="topleft", cex.axis = 1.5, cex.lab = 1.5)
Created on 2019-07-18 by the reprex package (v0.3.0)
devtools::session_info()
#> - Session info ----------------------------------------------------------
#> setting value
#> version R version 3.6.1 (2019-07-05)
#> os Windows 10 x64
#> system x86_64, mingw32
#> ui RTerm
#> language (EN)
#> collate English_United States.1252
#> ctype English_United States.1252
#> tz America/New_York
#> date 2019-07-18
#>
#> - Packages --------------------------------------------------------------
#> package * version date lib source
#> assertthat 0.2.1 2019-03-21 [1] CRAN (R 3.6.0)
#> backports 1.1.4 2019-04-10 [1] CRAN (R 3.6.0)
#> callr 3.3.0 2019-07-04 [1] CRAN (R 3.6.1)
#> cli 1.1.0 2019-03-19 [1] CRAN (R 3.6.0)
#> crayon 1.3.4 2017-09-16 [1] CRAN (R 3.6.0)
#> desc 1.2.0 2018-05-01 [1] CRAN (R 3.6.0)
#> devtools 2.1.0 2019-07-06 [1] CRAN (R 3.6.1)
#> digest 0.6.20 2019-07-04 [1] CRAN (R 3.6.1)
#> evaluate 0.14 2019-05-28 [1] CRAN (R 3.6.0)
#> fs 1.3.1 2019-05-06 [1] CRAN (R 3.6.0)
#> glue 1.3.1.9000 2019-07-08 [1] Github (tidyverse/glue@423b7e5)
#> highr 0.8 2019-03-20 [1] CRAN (R 3.6.0)
#> htmltools 0.3.6 2017-04-28 [1] CRAN (R 3.6.0)
#> knitr 1.23 2019-05-18 [1] CRAN (R 3.6.0)
#> magrittr 1.5 2014-11-22 [1] CRAN (R 3.6.0)
#> memoise 1.1.0 2017-04-21 [1] CRAN (R 3.6.0)
#> pkgbuild 1.0.3 2019-03-20 [1] CRAN (R 3.6.0)
#> pkgload 1.0.2 2018-10-29 [1] CRAN (R 3.6.0)
#> prettyunits 1.0.2 2015-07-13 [1] CRAN (R 3.6.0)
#> processx 3.4.0 2019-07-03 [1] CRAN (R 3.6.1)
#> ps 1.3.0 2018-12-21 [1] CRAN (R 3.6.0)
#> R6 2.4.0 2019-02-14 [1] CRAN (R 3.6.0)
#> Rcpp 1.0.1 2019-03-17 [1] CRAN (R 3.6.0)
#> remotes 2.1.0 2019-06-24 [1] CRAN (R 3.6.0)
#> rlang 0.4.0 2019-06-25 [1] CRAN (R 3.6.0)
#> rmarkdown 1.14 2019-07-12 [1] CRAN (R 3.6.0)
#> rprojroot 1.3-2 2018-01-03 [1] CRAN (R 3.6.0)
#> sessioninfo 1.1.1 2018-11-05 [1] CRAN (R 3.6.0)
#> stringi 1.4.3 2019-03-12 [1] CRAN (R 3.6.0)
#> stringr 1.4.0 2019-02-10 [1] CRAN (R 3.6.0)
#> testthat 2.1.1 2019-04-23 [1] CRAN (R 3.6.0)
#> usethis 1.5.1 2019-07-04 [1] CRAN (R 3.6.1)
#> withr 2.1.2 2018-03-15 [1] CRAN (R 3.6.0)
#> xfun 0.8 2019-06-25 [1] CRAN (R 3.6.0)
#> yaml 2.2.0 2018-07-25 [1] CRAN (R 3.6.0)
#>
#> [1] C:/Users/utexas80/Documents/R/win-library/3.6
#> [2] C:/Program Files/R/R-3.6.1/library
Any assistance or direction on resolving this error is greatly appreciated
Thank you.
