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i read about the performance analytics package i have a doubt about the TreynorRatio i have code g=getSymbols("IBM") > c=Cl(g) > r=Return.calculate(c) > SharpeRatio.annualized(r) IBM.Close Annualized Sharpe Ratio (Rf=0%) 0.3566339 > TreynorRatio (ret) Error in inherits(x, "xts") : argument "Rb" is missing, with

i need to find the best ticker from the group of some tickers.? i also need to know on what basis we calculate the best ticker? i have some idea about the if the risk rate low, or the market price high we can say the ticker is best. but i dont know is it true. Anyone can help me . Thank you -- View this message in context:

How to call a function from another r file ? Anyone can help me . Having a function named like fun1 which is saved in r file file1.r and i have another r file like file2.r, and i need to call the fun1 (which is in file1) within file2. Thank you -- View this message in context: http://r.789695.n4.nabble.com/function-call-from-another-r-file-tp4650627.html Sent from the R help mailing list

In performance analytics - performance summary session , i cant run the code of - charts.PerformanceSummary(datafrom_table, rf = 0, main = NULL, method = "ModifiedVaR", width = 0,event.labels = NULL, ylog = FALSE, wealth.index = FALSE, gap = 12) it just return blank chart. datafrom_table - having a csv file. and the rest of the things are get from the site

i need o know what are the ratios used in language 'R'. i just get the sharp, Treynor, information ratios, is ther any other ratios used in it ? and also please give any reference web page link too. Thanks . -- View this message in context: http://r.789695.n4.nabble.com/ratios-tp4648826.html Sent from the R help mailing list archive at Nabble.com.

hi Michael, am sorry for the incomplete reply . csv file data havinmg like this , >getSymbols("IBM") >weekly_data = to.weekly(week_name) >dataframe=data.frame(weekly_data) >outputfile_name="F:\\R-programs\\Outputfile.csv" >write.table(dataframe, file =outputfile_name,sep = ",",col.names =TRUE,row.names = T) > datafrom_table <-

v="IBM" library(quantmod) v v1=getSymbols(v) to.yearly(v1) =============================== when i pass the value through a variable in to.yearly() function it shows the error msg like "Error in try.xts(x) : Error in UseMethod("as.xts") : no applicable method for 'as.xts' applied to an object of class "character"" i need the result of OHLC

I am trying to call a r file named es.r which have lotes of R functions. These R functions are internally calling java functions by using ".jnew()" and ".jcall()". I have added necessary jar's to the Classpath and I am able to run es.r from command prompt . But when I tried to call it from anoter r file using source() getting Exception Error in