SharpeRatio.annualized（）不工作性能分析

已经使用Performance Analytics中的shaperatio.annualized（）函数一段时间了，没有出现任何问题。最近，我一直在犯错误

Error in xts(rep(Rf, length(indexseries)), order.by = indexseries) : 
  order.by requires an appropriate time-based object

当我运行此命令时：

library(PerformanceAnalytics)
library(quantmod)

myEnv <- new.env()
getSymbols(c("AAPL","GOOG"), src = "yahoo", from = "2004-04-01", to = "2012-09-30", env = myEnv)
index <- do.call(merge, c(eapply(myEnv, Ad), all=TRUE))

index.ret <- (index / lag(index,1) - 1)[-1,]

SharpeRatio.annualized(index.ret[,1])

---

我加载了，这就是问题的原因。

请将您的

sessionInfo（）

添加到问题中。它适用于我（在Linux上），附带的软件包版本相同。（R 2.15.2，而非2.15.1）。我没有加载

digest\u 0.5.2 evaluate\u 0.4.2 formator\u 0.6 knitr\u 0.8 plyr\u 1.7.1 stringr\u 0.6.1 tools\u 2.15.1

。也许可以试着把每一个都去掉？和/或post

str（index.ret）

。

> sessionInfo()
R version 2.15.1 (2012-06-22)
Platform: x86_64-apple-darwin9.8.0/x86_64 (64-bit)

locale:
[1] en_GB.UTF-8/en_GB.UTF-8/en_GB.UTF-8/C/en_GB.UTF-8/en_GB.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] quantmod_0.3-17              TTR_0.21-1                   Defaults_1.1-1               PerformanceAnalytics_1.0.4.4
[5] xts_0.8-8                    zoo_1.7-9                   

loaded via a namespace (and not attached):
[1] digest_0.5.2    evaluate_0.4.2  formatR_0.6     grid_2.15.1     knitr_0.8       lattice_0.20-10 plyr_1.7.1     
[8] stringr_0.6.1   tools_2.15.1