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57 Open 47 Closed
57 Open 47 Closed
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Issues list

function SemiVariance looks off the target
#189 opened Oct 2, 2024 by kwhkim
Return.excess returns 0-s only, if R and Rf have the same column names
#187 opened May 16, 2024 by nagbalae
1
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
Speed up Return.annualized
#170 opened Mar 10, 2022 by klin333
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
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