search for: cumreturns

Folks, I have a matrix of historicalReturns, where entry (i, j) is the daily return corresponding to date i and equity j. I also have a matrix startOffset, where entry (1, k) is the row offset in historicalReturns where I entered into equity k. So we have that NCOL(startOffset) = NCOL(historicalReturns). Now I would like compute for each column in historicalReturns, the cumulative return

...]) and getting this error Error in as.vector(data[, i]) : subscript out of bounds I've searched around and cannot find a solution to the problem.  I've used this in the past without problem and I'm not sure what I did different this time. Other functions from that package like chat.CumReturns() work OK with this series.  CAPM.Beta() does not. You can get the series timeSeries at http://www.pazzula.com/blog/series.rda Thanks in advance.   Dominic J. Pazzula +-+-+-+-+-+-+-+-+-+-+- dompazz@yahoo.com [[alternative HTML version deleted]]