search for: rollingcorrel

Hi R, I want to do some rolling correlations. But before, I searched for "?rollingCorrelation" and tried the example in it. But I was not successful. What could be the problem? Here is the code I tried: > library(zoo) > library(PerformanceAnalytics) > rollingCorrelation(manager.ts@Data[,1],edhec.ts@Data,n=12) Error in inherits(object, "zoo") : object &quo...

...dependencies were minor and easily replicated or ported to this package. We expect both of these trends to continue in later releases. Hopefully, we have properly credited the original authors and functions both in our code and in the manual pages. Deprecated Functions: rollingCorrelation rollingFunction These functions have been replaced in our code by the use of zoo's 'rollapply' function, and are no longer needed as separate custom functions. New Vignettes: We have added as vignettes the presentations we gave on Performa...

...dependencies were minor and easily replicated or ported to this package. We expect both of these trends to continue in later releases. Hopefully, we have properly credited the original authors and functions both in our code and in the manual pages. Deprecated Functions: rollingCorrelation rollingFunction These functions have been replaced in our code by the use of zoo's 'rollapply' function, and are no longer needed as separate custom functions. New Vignettes: We have added as vignettes the presentations we gave on Performa...