【发布时间】:2018-03-28 14:49:28
【问题描述】:
在 R Studio(v1.0.143、Win7、R-3.4.4、Performance Analytics 1.5.2、quantmod 0.4-12)中运行下面的简短 R 代码会返回以下图表:
library(PortfolioAnalytics)
library(quantmod)
getSymbols("INDU", src = "yahoo", from = "2017-01-01", to = "2017-06-26")
getSymbols("VZ", src = "yahoo", from = "2017-01-01", to = "2017-06-26")
ret_INDU <- Return.calculate(Cl(INDU))[-1,]
ret_VZ <- Return.calculate(Cl(VZ))[-1,]
chart.Scatter(ret_INDU, ret_VZ)
它似乎出现了严重问题。如果这是可重现的,有人可以看看吗?我已经升级到最新版本的 R。
【问题讨论】:
标签: r quantmod r-portfolioanalytics