R 提取-性能分析错误-系数和数值

R 提取-性能分析错误-系数和数值,r,performanceanalytics,R,Performanceanalytics,文本文件中的某些数据: date,p 2013-11-14,0.001 2013-11-13,-0.005 2013-11-12,0.001 library(PerformanceAnalytics) stuff<-read.csv("C:stuffexample.txt") str(stuff) 'data.frame': 3 obs. of 2 variables: $ date: Factor w/ 3 levels "2013-11-12","2013-11-13",.

文本文件中的某些数据:

date,p
2013-11-14,0.001
2013-11-13,-0.005
2013-11-12,0.001

library(PerformanceAnalytics)
stuff<-read.csv("C:stuffexample.txt")
str(stuff)

'data.frame':   3 obs. of  2 variables:
 $ date: Factor w/ 3 levels "2013-11-12","2013-11-13",..: 3 2 1
 $ p   : num  0.001 -0.005 0.001

如何修复错误?

您需要遵循错误中给出的建议。您的data.frame中应该有日期的行名称,并且只有数据:

row.names(stuff) <- levels(stuff$date)[stuff$date]
stuff2 <- stuff[, 'p', drop=FALSE]

AverageDrawdown(stuff2)
行名称(stuff)
row.names(stuff) <- levels(stuff$date)[stuff$date]
stuff2 <- stuff[, 'p', drop=FALSE]

AverageDrawdown(stuff2)