[Returnanalytics-commits] r2325 - pkg/PerformanceAnalytics/R

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Tue Mar 5 23:09:35 CET 2013


Author: peter_carl
Date: 2013-03-05 23:09:35 +0100 (Tue, 05 Mar 2013)
New Revision: 2325

Modified:
   pkg/PerformanceAnalytics/R/chart.RiskReturnScatter.R
Log:
- fixed 'nocalc' plot for columnar results


Modified: pkg/PerformanceAnalytics/R/chart.RiskReturnScatter.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.RiskReturnScatter.R	2013-02-16 15:31:39 UTC (rev 2324)
+++ pkg/PerformanceAnalytics/R/chart.RiskReturnScatter.R	2013-03-05 22:09:35 UTC (rev 2325)
@@ -92,7 +92,7 @@
     # http://zoonek2.free.fr/UNIX/48_R/03.html
 
     if (method == "calc")  x = checkData(R, method = "zoo")
-    else x=t(R)
+    else x=R
     
     if(!is.null(dim(Rf)))
         Rf = checkData(Rf, method = "zoo")
@@ -122,10 +122,12 @@
         rnames = row.names(comparison)
     } else {
         # We have to make an assumption about the input here
-        x=t(x[,ncol(x):1])
+        #x=t(x[,ncol(x):1])
         returns = x[,1]
-        risk = x[,2]
-        rnames = names(returns)
+        risk = abs(x[,2])
+        rnames = rownames
+        ylab = colnames(x)[1]
+        xlab = colnames(x)[2]
     }
 
     # Set the charts to show the origin



More information about the Returnanalytics-commits mailing list