Re: [R] error in VaR calculation

r != R (you mis-typed the first argument to VaR). This works: library(PerformanceAnalytics) data(sample_matrix) x <- Return.calculate(as.xts(sample_matrix)) VaR(R=x, p=0.99, method="historical") Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com On Tue, Jun 2

[R] error in VaR calculation

The code is as follows: monthreturns<-read.zoo('monthlyReturn date.csv',sep=",",header=T) monthreturns<-as.xts(monthreturns,order.by =index(monthreturns),frequency=NULL)*W0 head(monthreturns) dim(monthreturns) portnames<-c('acc','cipla','cmc','idbi','ifci') portfolio names (5 stocks)

[R] error in VaR calculation

Hi, I am your member. Pl help me with the solution. rgds [[alternative HTML version deleted]] __ 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-gu