Hi,
I am your member. Pl help me with the solution.
rgds
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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 != 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 25,
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