[Returnanalytics-commits] r3014 - pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R

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

Author: shubhanm
Date: 2013-09-07 10:49:48 +0200 (Sat, 07 Sep 2013)
New Revision: 3014

Modified:
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/table.Sharpe.R
Log:
Bug correct

Modified: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/table.Sharpe.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/table.Sharpe.R	2013-09-06 19:06:55 UTC (rev 3013)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/table.Sharpe.R	2013-09-07 08:49:48 UTC (rev 3014)
@@ -70,14 +70,12 @@
     for(column in 1:columns) {
       x = y[,column]
       
-      z = c(SharpeRatio.annualized(x),
-            SharpeRatio.modified(x),
-            LoSharpe(x),
-            Return.annualized(x),StdDev.annualized(x),se.Losharpe(x))
+      z = c(as.numeric(SharpeRatio.annualized(x)),
+            as.numeric(LoSharpe(x)),
+            as.numeric(Return.annualized(x)),as.numeric(StdDev.annualized(x)),as.numeric(se.Losharpe(x)))
             
       znames = c(
         "William Sharpe Ratio",
-        "Modified Sharpe Ratio",
         "Andrew Lo Sharpe Ratio",
         "Annualized Return",
         "Annualized Standard Deviation","Sharpe Ratio Standard Error(95%)"