亏损-绩效分析错误---因子和数字答案

【问题标题】：Drawdowns- Performance Analytics error--- Factor and Numeric亏损-绩效分析错误---因子和数字
【发布时间】：2013-11-29 06:24:49
【问题描述】：

文本文件中的一些数据：

date,p
2013-11-14,0.001
2013-11-13,-0.005
2013-11-12,0.001

library(PerformanceAnalytics)
stuff<-read.csv("C:stuffexample.txt")
str(stuff)

'data.frame':   3 obs. of  2 variables:
 $ date: Factor w/ 3 levels "2013-11-12","2013-11-13",..: 3 2 1
 $ p   : num  0.001 -0.005 0.001

想要对数据使用性能分析：

AverageDrawdown(stuff)

Error in checkData(R) : 
  The data cannot be converted into a time series.  If you are trying to pass in names from a data object with one column, you should use the form 'data[rows, columns, drop = FALSE]'.  Rownames should have standard date formats, such as '1985-03-15'. 

table.Drawdowns(box)

Error in checkData(R[, 1, drop = FALSE]) : 
  The data cannot be converted into a time series.  If you are trying to pass in names from a data object with one column, you should use the form 'data[rows, columns, drop = FALSE]'.  Rownames should have standard date formats, such as '1985-03-15'.

如何修复错误？

【问题讨论】：

标签： r performanceanalytics

【解决方案1】：

您需要遵循错误中给出的建议。您应该在 data.frame 中有日期的行名和只有数据：

row.names(stuff) <- levels(stuff$date)[stuff$date]
stuff2 <- stuff[, 'p', drop=FALSE]

AverageDrawdown(stuff2)

这是未经测试的，因为您没有提供可重现的示例...

【讨论】：