ES function gives the below error.
> ES(sim, p=.95, method=c("modified"),portfolio_method=c("component"),
> weights=w1)
/Error in checkData(R, method = "xts", ...) : The data cannot be converted
into a time series. If you are trying to pass in names from a data object
with one column, you should use the form 'data[rows, columns, drop =
FALSE]'. Rownames should have standard date formats, such as '1985-03-15'.
/
The problem, I believe, is when the function comes to building a time-series
of portfolio returns when multiplying matrix 'sim' with vector 'w1'. I
think vector 'w1' may be posing the problem, but I do not know why.
***********************
Notes:
sim is a 1000*4 matrix
w1 is 4*1 column vector
**********************
As always, any pointers or expertise will be forever great-fully received!!!
kevj
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