Dear Joshua SirHere is my data and my code:
R Version 3.4.2
1. Data:File:data.csvMonthly returns of 210 assets from April 2006 till March
2015
2. Code:#Reading
filedat1<-read.csv("data.csv",header=TRUE,stringsAsFactors=FALSE)#Load
zoolibrary(zoo)#Creating a zoo objectdat1.z<-read.zoo(dat1, header = TRUE, FUN
=function(x) as.yearmon(format(x, nsmall = 2),"%b-%y"))#Subseting
datatestdata<-window(dat1.z,start=as.yearmon("Apr 2006"),end=as.yearmon("Mar
2010"))#Computing
VaRlibrary(PerformanceAnalytics)library(PortfolioAnalytics)VaR(as.matrix(testdata)/100,p=0.95,method="modified")
Problem:The last command gives the following output:
Error in dimnames(cd) <- list(as.character(index(x)), colnames(x)) :
'dimnames' applied to non-array
Kindly advise how to resolve it.
Regards,Pankaj K Agarwal
+91-98397-11444http://in.linkedin.com/in/pankajkagarwal/
On Monday, 12 March, 2018, 6:30:27 PM IST, Joshua Ulrich
<[email protected]> wrote:
It would be easier for others to help you if you provided a
reproducible example. Here are some tips on how to create one:
https://stackoverflow.com/q/5963269/271616
Also, please follow the posting guide and send plain text emails, not
HTML. The latter are likely to be mangled by the list server, which
makes them hard to read (and is another impediment to someone trying
to help).
On Mon, Mar 12, 2018 at 7:52 AM, Pankaj K Agarwal via R-SIG-Finance
<[email protected]> wrote:
> Dear all,I am using a dataset of monthly asset returns. I subset it with
> window() call of package zoo. When i try to compute Modified VaR on this
> subset, i am getting the following error:
> Error in dimnames(cd) <- list(as.character(index(x)), colnames(x)) :
> 'dimnames' applied to non-array
> Can someone help? I googled it a lot but still nothing seems to be working.
> Regards,
> Pankaj K Agarwal
> +91-98397-11444http://in.linkedin.com/in/pankajkagarwal/
>
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--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2018 | www.rinfinance.com
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