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UpsidePotentialRatio missing r when MAR is time series #185

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Javdat opened this issue Jul 23, 2023 · 0 comments

Javdat commented Jul 23, 2023

UpsidePotentialRatio fails when MAR is specified as time series:

> UpsidePotentialRatio(managers, MAR = managers$`US 10Y TR`)
Error in FUN(newX[, i], ...) : object 'r' not found

The issue is due to returns being specified as r instead of R
https://github.com/braverock/PerformanceAnalytics/blob/49a93f1ed6e2e159b63bf346672575f3634ed370/R/UpsidePotentialRatio.R#L91C31-L91C31

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