[Returnanalytics-commits] r3416 - pkg/PerformanceAnalytics/R

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

Author: peter_carl
Date: 2014-06-11 22:19:10 +0200 (Wed, 11 Jun 2014)
New Revision: 3416

Modified:
   pkg/PerformanceAnalytics/R/Return.excess.R
Log:
- fixes error when Rf unlabeled - thanks Dave Demers

Modified: pkg/PerformanceAnalytics/R/Return.excess.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.excess.R	2014-06-09 16:43:51 UTC (rev 3415)
+++ pkg/PerformanceAnalytics/R/Return.excess.R	2014-06-11 20:19:10 UTC (rev 3416)
@@ -65,6 +65,10 @@
     if(!is.null(dim(Rf))){
         Rf = checkData(Rf)
         coln.Rf=colnames(Rf)
+        if(is.null(coln.Rf)){
+          colnames(Rf) = "Rf"
+          coln.Rf = colnames(Rf)
+        }
         Rft=cbind(R,Rf)
         Rft=na.locf(Rft[,make.names(coln.Rf)])
         Rf=Rft[which(index(R) %in% index(Rft))]