tag:blogger.com,1999:blog-7630810606654250077.post6526111506590783085..comments2023-05-12T04:18:09.354-07:00Comments on Timely Portfolio: Drawdown Visualizationklrhttp://www.blogger.com/profile/08783806801212705259noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-7630810606654250077.post-41905723151057469212011-08-23T20:07:14.198-07:002011-08-23T20:07:14.198-07:00just discovered the error on findDrawdowns. 2011-...just discovered the error on findDrawdowns. 2011-05-30 and 2011-05-31 are NA, so once I change to 0, the function works perfectly. Why wouldn't checkData have kicked it out?<br /><br />Anyways I will make the change in the code.klrhttps://www.blogger.com/profile/08783806801212705259noreply@blogger.comtag:blogger.com,1999:blog-7630810606654250077.post-19948174437367175612011-08-23T10:32:11.182-07:002011-08-23T10:32:11.182-07:00Love the drawdown overlay chart but felt bad inclu...Love the drawdown overlay chart but felt bad including the example. Maybe I should add just to publicize it since it is so neat. I could also extend to economic data series to demonstrate another use.<br /><br />Again, thanks for all of your work on this phenomenal package (really the reason I could finally wholeheartedly adopt R). If there is anything I can do besides extend documentation klrhttps://www.blogger.com/profile/08783806801212705259noreply@blogger.comtag:blogger.com,1999:blog-7630810606654250077.post-44621573700673458322011-08-23T04:30:59.786-07:002011-08-23T04:30:59.786-07:00The function findDrawdowns should probably be inte...The function findDrawdowns should probably be internal rather than exposed, since it hands back a confusing list that needs to be sorted to make sense. But let me know what the error is and I'd be glad to take a look.<br /><br />Also, take a look at the example in ?chart.Event for another visualization of drawdowns, in this case stacking them for comparison.Peter Carlhttps://www.blogger.com/profile/01598946912477141425noreply@blogger.com