How can I use a zoo object with the PerformanceAnalytics package?
It says that I need a timeseries but I can convert it properly.
感谢
The followingcode example using the PerformanceAnalytics function Return.annualized 建议
PerformanceAnalytics does work with zoo objects (in fact the manager dataset used as an example in the manual turns out to be a zoo object)zoo object into a ts object and get the same results因此,如果你仍有问题,你需要更详细地说明这一问题。
> library(PerformanceAnalytics)
> library(zoo)
>
> set.seed(1)
> x.date <- as.Date(paste(2003, 2, c(1, 3, 7, 9, 14), sep = "-"))
> xzoo <- zoo(runif(5), x.date)
> xzoo
2003-02-01 2003-02-03 2003-02-07 2003-02-09 2003-02-14
0.2655087 0.3721239 0.5728534 0.9082078 0.2016819
> is.ts(xzoo)
[1] FALSE
> is.zoo(xzoo)
[1] TRUE
> Return.annualized(xzoo)
[,1]
Annualized Return 193340828
>
> xts <- as.ts(xzoo)
> xts
Time Series:
Start = 12084
End = 12097
Frequency = 1
[1] 0.2655087 NA 0.3721239 NA NA NA 0.5728534 NA 0.9082078
[10] NA NA NA NA 0.2016819
> is.ts(xts)
[1] TRUE
> is.zoo(xts)
[1] FALSE
> Return.annualized(xts)
[,1]
Annualized Return 193340828
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