Displaying 1 result from an estimated 1 matches for "perfomanceanalyt".
2011 Jul 17
1
FOMULATING TIME SERIES DATA FROM DATA FRAME
I am estimating Value at Risk using PerfomanceAnalytics package. The?variables are stored in a data frame. I formated the data variables using zoo() and as.xtx() but it is not working. The working example is below.
##########################################################?
reguire(zoo)
require(PerformanceAnalytics)
reguire(xts)
?
year<- c(1991-12...