Hi there and a happy new year!
I've got a question regarding the VaR-function from the
PerformanceAnalytics-package. When I call it in order to compute VaR
contributions using the nonparametric kernel estimator, I get an error
report. Obviously this is independent of my data, because I can
replicate it using the edhec example data, as shown below. Does anybody
have a hint how to deal with this problem?
Cheers,
Gero
###
library(PerformanceAnalytics)
data(edhec)
VaR(R=edhec, method="kernel", portfolio_method = "component")
###
> VaR(R=edhec, method="kernel", portfolio_method = "component")
no weights passed in, assuming equal weighted portfolio
Fehler in `colnames<-`(`*tmp*`, value = c("Convertible Arbitrage", "CTA
Global", :
attempt to set colnames on object with less than two dimensions
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