Displaying 1 result from an estimated 1 matches for "portfolio_method".
2013 Jan 24
1
Error with Expected Shortfall function, ES.
ES function gives the below error.
> ES(sim, p=.95, method=c("modified"),portfolio_method=c("component"),
> weights=w1)
/Error in checkData(R, method = "xts", ...) : The data cannot be converted
into a time series. If you are trying to pass in names from a data object
with one column, you should use the form 'data[rows, columns, drop =
FALSE]'. Rownames...