[Returnanalytics-commits] r2315 - pkg/PerformanceAnalytics/R

[noreply at r-forge.r-project.org]

Author: braverock
Date: 2013-01-23 22:09:48 +0100 (Wed, 23 Jan 2013)
New Revision: 2315

Modified:
   pkg/PerformanceAnalytics/R/Return.excess.R
Log:
- make the which more robust

Modified: pkg/PerformanceAnalytics/R/Return.excess.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.excess.R	2013-01-23 20:27:39 UTC (rev 2314)
+++ pkg/PerformanceAnalytics/R/Return.excess.R	2013-01-23 21:09:48 UTC (rev 2315)
@@ -67,7 +67,7 @@
         coln.Rf=colnames(Rf)
         Rft=cbind(R,Rf)
         Rft=na.locf(Rft[,make.names(coln.Rf)])
-        Rf=Rft[which(index(Rft)==index(R)),]
+        Rf=Rft[which(index(R) %in% index(Rft))]
     }
     else {
         coln.Rf='Rf'