On Fri, Jul 3, 2009 at 5:54 PM, Ted Byers<r.ted.by...@gmail.com> wrote: > Sorry, I should have read the read.zoo documentation before replying > to thank Gabor for his repsonse. > > Here is how it starts: > > "read.zoo(zoo) R Documentation > > Reading and Writing zoo Series > Description > read.zoo and write.zoo are convenience functions for reading and > writing "zoo" series from/to text files. They are convenience > interfaces to read.table and write.table, respectively. > > Usage > read.zoo(file, format = "", tz = "", FUN = NULL, > regular = FALSE, index.column = 1, aggregate = FALSE, ...)" > > Clearly this should solve both our problems. > > Cheers, > > Ted >
Possibly but I think the big issue is the findDrawdowns function is looking for minus signs to signal the drawdown. I down think it's doing calculations from a simple equity curve. All of these functions (findDrawdowns, table.Drawdowns, etc.) all say they will accept a data.frame. My guess is the issue isn't so much dates, names, or anything else as much as making sure you have a column of percentage rise and fall numbers expressed like 0.03 0.02 -0.025 0.10 Even findDrawdowns(edhec[,5]) does the right thing. Copying it to R wasn't necessary. edhec has lots of columns. You can pick and one of them and get a table. - Mark ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
