[Returnanalytics-commits] error with Return.rebalancing after upgrading to latest stable PerformanceAnalytics v1.1.0

[Paolo Cavatore]

Dear All,

I have a problem with Return.rebalancing() from PerformanceAnalytics after
upgrading to the latest stable release v1.1.0.

The below simple example was working wth previous versions but now returns
the following error message:


> testRet <- xts(cbind(c(0.10,-0.08,0.15), c(0.02,0.01,-0.01)),+                order.by=as.Date(c("2013-07-19","2013-07-26","2013-08-02")) )> names(testRet) <- c("equity", "bond")> > testWeights <- xts(cbind(c(0.2,0.3), c(0.8,0.7)),+                order.by=as.Date(c("2013-07-19","2013-07-26")) )> names(testWeights) <- c("equity", "bond")> > Return.rebalancing(testRet,testWeights)Error in `[.xts`(result, 2:length(result)) : subscript out of bounds



Can you advise?

Best,

Paolo
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