[Returnanalytics-commits] r3546 - pkg/PerformanceAnalytics/sandbox

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

Author: peter_carl
Date: 2014-10-16 04:16:08 +0200 (Thu, 16 Oct 2014)
New Revision: 3546

Modified:
   pkg/PerformanceAnalytics/sandbox/to.period.contributions.R
Log:
- fixed a bug in span calculation

Modified: pkg/PerformanceAnalytics/sandbox/to.period.contributions.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/to.period.contributions.R	2014-10-15 16:09:51 UTC (rev 3545)
+++ pkg/PerformanceAnalytics/sandbox/to.period.contributions.R	2014-10-16 02:16:08 UTC (rev 3546)
@@ -69,11 +69,11 @@
     if(i==1){
       span = paste0("::", dates[i])
     }else{
-      span = paste0(dates[i-1], "::", dates[i])
+      span = paste0(dates[i-1]+1, "::", dates[i])
     }
     period.contrib = rbind(period.contrib, colSums(wgt.contrib[span]/rep(head(lag.cum.ret[span],1),NCOL(wgt.contrib))))
   }
-  period.contrib = as.xts(period.contrib, order.by = dates)
+  period.contrib = xts(period.contrib, order.by = dates)
   period.contrib = cbind(period.contrib, rowSums(period.contrib))
   colnames(period.contrib) = c(columnnames, "Portfolio Return")
   period.contrib = reclass(period.contrib, x)