On Fri, Jul 3, 2009 at 5:54 PM, Ted Byers<
r.ted.byers@...> wrote:
> Sorry, I should have read the read.zoo documentation before replying
> to thank Gabor for his repsonse.
>
> Here is how it starts:
>
> "read.zoo(zoo) R Documentation
>
> Reading and Writing zoo Series
> Description
> read.zoo and write.zoo are convenience functions for reading and
> writing "zoo" series from/to text files. They are convenience
> interfaces to read.table and write.table, respectively.
>
> Usage
> read.zoo(file, format = "", tz = "", FUN = NULL,
> regular = FALSE, index.column = 1, aggregate = FALSE, ...)"
>
> Clearly this should solve both our problems.
>
> Cheers,
>
> Ted
>
Possibly but I think the big issue is the findDrawdowns function is
looking for minus signs to signal the drawdown. I down think it's
doing calculations from a simple equity curve.
All of these functions (findDrawdowns, table.Drawdowns, etc.) all say
they will accept a data.frame.
My guess is the issue isn't so much dates, names, or anything else as
much as making sure you have a column of percentage rise and fall
numbers expressed like
0.03
0.02
-0.025
0.10
Even findDrawdowns(edhec[,5]) does the right thing. Copying it to R
wasn't necessary. edhec has lots of columns. You can pick and one of
them and get a table.
- Mark
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