[Returnanalytics-commits] r2329 - pkg/PortfolioAnalytics/sandbox/attribution/R

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

Author: ababii
Date: 2013-03-21 23:34:52 +0100 (Thu, 21 Mar 2013)
New Revision: 2329

Modified:
   pkg/PortfolioAnalytics/sandbox/attribution/R/CAPM.dynamic.R
Log:
Handle missing observations in the information set Z.

Modified: pkg/PortfolioAnalytics/sandbox/attribution/R/CAPM.dynamic.R
===================================================================
--- pkg/PortfolioAnalytics/sandbox/attribution/R/CAPM.dynamic.R	2013-03-15 21:51:06 UTC (rev 2328)
+++ pkg/PortfolioAnalytics/sandbox/attribution/R/CAPM.dynamic.R	2013-03-21 22:34:52 UTC (rev 2329)
@@ -54,6 +54,7 @@
     Ra = checkData(Ra)
     Rb = checkData(Rb)
     Z = checkData(Z)
+    Z = na.omit(Z)
     if (!is.null(dim(Rf))) 
       Rf = checkData(Rf)
     Ra.ncols = NCOL(Ra)