[Returnanalytics-commits] r2300 - pkg/PerformanceAnalytics/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Nov 27 19:03:10 CET 2012
Author: braverock
Date: 2012-11-27 19:03:09 +0100 (Tue, 27 Nov 2012)
New Revision: 2300
Modified:
pkg/PerformanceAnalytics/R/StdDev.annualized.R
Log:
- use sd.xts again to avoid BDR's gratuitous apply() warning
Modified: pkg/PerformanceAnalytics/R/StdDev.annualized.R
===================================================================
--- pkg/PerformanceAnalytics/R/StdDev.annualized.R 2012-11-12 20:57:15 UTC (rev 2299)
+++ pkg/PerformanceAnalytics/R/StdDev.annualized.R 2012-11-27 18:03:09 UTC (rev 2300)
@@ -66,7 +66,7 @@
yearly = {scale = 1}
)
}
- sqrt(scale)*sd(x, na.rm=TRUE)
+ sqrt(scale)*xts:::sd.xts(x, na.rm=TRUE)
} else {
result = apply(x, 2, sd.multiperiod, scale=scale)
dim(result) = c(1,NCOL(x))
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