Re: [R] Error with Expected Shortfall function, ES.

2013-01-26 Thread Uwe Ligges
On 24.01.2013 13:33, kevj1980 wrote: ES function gives the below error. ES(sim, p=.95, method=c("modified"),portfolio_method=c("component"), weights=w1) We get: Error: object 'ES' not found Uwe Ligges /Error in checkData(R, method = "xts", ...) : The data cannot be converted into a ti

[R] Error with Expected Shortfall function, ES.

2013-01-24 Thread kevj1980
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