[Returnanalytics-commits] r2970 - pkg/PerformanceAnalytics/R

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

Author: ababii
Date: 2013-09-02 14:46:24 +0200 (Mon, 02 Sep 2013)
New Revision: 2970

Modified:
   pkg/PerformanceAnalytics/R/Return.portfolio.R
Log:
- Fix a bag with conversion of the wealth index to the xts. The function as.xts was replaced by reclass.

Modified: pkg/PerformanceAnalytics/R/Return.portfolio.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.portfolio.R	2013-09-01 21:28:27 UTC (rev 2969)
+++ pkg/PerformanceAnalytics/R/Return.portfolio.R	2013-09-02 12:46:24 UTC (rev 2970)
@@ -180,7 +180,7 @@
       for (col in colnames(weights)){
           wealthindex.weighted[,col]=weights[,col]*wealthindex.assets[,col]
       }
-      wealthindex=as.xts(apply(wealthindex.weighted,1,sum))
+      wealthindex=reclass(apply(wealthindex.weighted,1,sum), R)
       result = wealthindex
       result[2:length(result)] = result[2:length(result)] /
         lag(result)[2:length(result)] - 1