Folks,
The variable scale is initialised as "years" in the function periodicity(),
whereas the usage for other periods is 'quarterly', 'monthly' etc. This causes
chart.TimeSeries() to throw an error in the
switch(freq$scale, ) code because that is looking for 'yearly', not 'years'.
E.g.
> x <- structure(c(0.000452526685891801, 0.000807277725566065,
> -0.00263743291162857,
0.00565791169977606, 0.000493819538511648, 0.000231269431065556,
0.00255725013533005, -0.000576682024023798, 0.00890528425766388,
0.00172948824027563, 0.00586017066434493, 0.00033513487703795,
0.00281930488908796, -0.00400888331693709, -0.00336887385144884,
-0.000525136255385699, -0.0064468192138384, 0.0064614590751907,
-0.00111345878301972), .indexCLASS = c("POSIXt", "POSIXct"), .indexTZ = "",
.CLASS = "xts", na.action = structure(c(736L,
1082L), class = "omit", index = c(1261699200, 1303772400)), index =
structure(c(1176073200,
1178492400, 1188169200, 1198627200, 1206316800, 1209942000, 1219618800,
1230249600, 1239577200, 1241391600, 1251673200, 1261958400, 1270422000,
1272841200, 1283122800, 1293408000, 1293494400, 1294012800, 1303686000
), tzone = "", tclass = c("POSIXt", "POSIXct")), .Dim = c(19L,
1L), .Dimnames = list(NULL, "AHA"), class = c("xts", "zoo"))
> chart.TimeSeries(x)
Error in if (format == "") { : argument is of length zero
> periodicity(x)$scale
[1] "years"
Is this a bug in periodicity()?
I am using PerformanceAnalytics 1.0.3.2 and R 2.11.1
Thanks,
Murali
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