Skip to content

Issues: braverock/PerformanceAnalytics

New issue

Have a question about this project? # for a free GitHub account to open an issue and contact its maintainers and the community.

#

By clicking “#”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? # to your account

55 Open 52 Closed
55 Open 52 Closed
Author
Filter by author
Loading
Label
Filter by label
Loading
Use alt + click/return to exclude labels
or ⇧ + click/return for logical OR
Projects
Filter by project
Loading
Milestones
Filter by milestone
Loading
Assignee
Filter by who’s assigned
Sort
Sort by
Newest Oldest Most commented Least commented Recently updated Least recently updated Best match
Most reactions
👍 👎 😄 🎉 😕 ❤️ 🚀 👀

Issues list

Error with MAR if it is a vector of returns
#191 opened Dec 12, 2024 by XanderDes
UpsidePotentialRatio missing r when MAR is time series
#185 opened Jul 23, 2023 by Javdat
Return.Portfolio Transaction costs implementation.
#182 opened May 1, 2023 by stanleyrazor
Incorrect Line 6 Comment In Examples for checkData()
#173 opened May 23, 2022 by martinrd3D
Return.annualized should have na.omit argument, rather than disregarding NAs
#172 opened Apr 13, 2022 by Ljupch0
1
Not possible to store PerformanceAnalytics chart in an R object
#171 opened Mar 22, 2022 by mubashirqasim
Probabilistic Sharpe inconsistent behaviour
#168 opened Nov 6, 2021 by ghost
CAPM.beta
#166 opened Aug 26, 2021 by ggrothendieck
3
Level.calculate() is not being exported
#165 opened Jul 7, 2021 by cortinah
table.CalendarReturns to handle daily data
#163 opened Jun 4, 2021 by bnleavitt
Missing function Error: object 'table.TrailingPeriodsRel' not found (not exported?)
#160 opened Feb 4, 2021 by micstr
cumulative returns
#159 opened Jan 25, 2021 by tchevri
Hurstindex function gives wrong result
#155 opened Oct 4, 2020 by 277jah
chart.TimeSeries() ignores 'type'
#151 opened Jul 7, 2020 by yehao-jiaaocap
3
table.Distributions fails if scale is not NA
#149 opened Jun 18, 2020 by ghost
findDrawdowns fails for specific dates in xts
#146 opened Mar 24, 2020 by ronanalexand
date.format looks like an option that's actually not implemented
#145 opened Mar 8, 2020 by tchevri
SharpeRatio.annualized formula
#142 opened Feb 6, 2020 by JannesRed
add methods from archived VaR package enhancement help wanted
#139 opened Feb 1, 2020 by braverock
function CAPM.jensenAlpha works weird when Rf is a vector
#136 opened Nov 23, 2019 by lhloki
1
DrawdownPeak Function Has Issues
#132 opened Aug 28, 2019 by rjvelasquezm
Performance Analytics SnailTrail Chart subscript out of bounds error
#129 opened Jul 19, 2019 by UTexas80
table.DownsideRiskRatio/table.Variability variable freq not defined
#128 opened Jul 11, 2019 by ThomasHehehehe
1
8
Issue with chart.RiskReturnScatter in performance analytics, need finite 'ylim' values error
#107 opened Nov 13, 2018 by UTexas80
4
Bug in chart.Correlation()
#105 opened Oct 14, 2018 by Payamdel
3
ProTip! no:milestone will show everything without a milestone.